+66.1%
HST vs NSC
+77.9%
-11.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.0% | -1.5% | +3.5% | +2.7% |
| 30D | -5.2% | -1.9% | -3.3% | -4.5% |
| 3M | -6.2% | +6.2% | -12.5% | -9.3% |
| 6M | +20.4% | +9.2% | +11.3% | +14.5% |
| YTD | +30.6% | +15.0% | +15.6% | +21.1% |
| 1Y | +37.4% | +21.1% | +16.3% | +24.3% |
| 3Y | +66.1% | +78.6% | -12.5% | +25.3% |
| All | +66.1% | +77.9% | -11.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling