+151.8%
HYG vs NSC
+857.6%
-705.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -1.4% | +0.6% | -0.5% |
| 30D | -0.6% | -3.4% | +2.8% | 0.0% |
| 3M | +0.4% | +5.1% | -4.6% | -0.6% |
| 6M | +1.2% | +9.2% | -8.0% | -0.6% |
| YTD | +1.5% | +13.4% | -11.9% | -1.1% |
| 1Y | +3.2% | +20.8% | -17.6% | -0.6% |
| 3Y | +25.9% | +76.1% | -50.2% | +12.0% |
| 5Y | +18.6% | +45.3% | -26.7% | +8.3% |
| 10Y | +55.8% | +335.7% | -279.9% | +12.4% |
| All | +151.8% | +857.6% | -705.8% | +46.5% |
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