+309.6%
NSC vs HAS
+101.4%
+208.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -6.6% | -0.2% | -6.5% | -6.6% |
| 30D | +2.2% | +31.0% | -28.9% | -6.6% |
| 3M | -6.2% | +30.7% | -36.9% | -14.3% |
| 6M | +1.7% | +23.9% | -22.2% | -6.1% |
| YTD | +12.2% | +48.3% | -36.1% | -2.7% |
| 1Y | +15.4% | +60.2% | -44.8% | -2.6% |
| 3Y | +73.3% | +189.2% | -115.9% | +16.5% |
| 5Y | +24.7% | +50.4% | -25.7% | +2.9% |
| All | +309.6% | +101.4% | +208.3% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling