+84.2%
HST vs NSC
+28.0%
+56.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +1.9% | +2.2% |
| 7D | +0.6% | -3.4% | +4.0% | +2.5% |
| 30D | +14.5% | +3.6% | +10.9% | +12.3% |
| 3M | +15.4% | -1.4% | +16.8% | +16.1% |
| 6M | +22.0% | +6.0% | +16.0% | +17.3% |
| YTD | +54.9% | +15.5% | +39.4% | +41.5% |
| 1Y | +54.0% | +16.2% | +37.7% | +40.2% |
| 3Y | +90.4% | +76.9% | +13.5% | +31.9% |
| 5Y | +84.2% | +29.3% | +54.9% | +46.4% |
| All | +84.2% | +28.0% | +56.2% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling