+1,330.6%
HST vs NSC
+5,745.4%
-4,414.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -1.0% | -5.5% | +4.5% | +2.0% |
| 30D | -12.3% | -3.2% | -9.0% | -10.8% |
| 3M | -6.4% | +7.7% | -14.0% | -10.4% |
| 6M | +15.0% | +4.5% | +10.5% | +11.4% |
| YTD | +30.5% | +15.6% | +14.9% | +19.7% |
| 1Y | +35.7% | +19.8% | +15.8% | +22.0% |
| 3Y | +68.4% | +70.1% | -1.7% | +22.6% |
| 5Y | +73.1% | +46.1% | +27.0% | +35.5% |
| 10Y | +92.7% | +328.1% | -235.4% | -16.2% |
| All | +1,330.6% | +5,745.4% | -4,414.8% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling