-13.9%
HUT vs NSC
+31.1%
-45.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.7% | +7.0% |
| 7D | +24.8% | -3.5% | +28.3% | +27.8% |
| 30D | -28.4% | +3.9% | -32.3% | -30.9% |
| 3M | -31.2% | -0.8% | -30.4% | -31.8% |
| 6M | -40.2% | +7.1% | -47.4% | -45.0% |
| YTD | +32.9% | +16.4% | +16.5% | +14.1% |
| 1Y | +39.1% | +16.9% | +22.2% | +18.7% |
| 3Y | +462.8% | +78.4% | +384.4% | +222.4% |
| 5Y | -13.9% | +33.1% | -47.0% | -34.6% |
| All | -13.9% | +31.1% | -45.0% | -34.6% |
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