+299.9%
NSC vs HAS
+106.0%
+193.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | -3.5% | +2.0% | -5.5% | -4.1% |
| 30D | +3.9% | +30.9% | -27.0% | -5.0% |
| 3M | -0.8% | +28.8% | -29.6% | -8.9% |
| 6M | +7.1% | +32.3% | -25.2% | -3.1% |
| YTD | +16.4% | +54.7% | -38.2% | -0.4% |
| 1Y | +16.9% | +63.2% | -46.3% | -1.9% |
| 3Y | +78.4% | +220.7% | -142.3% | +15.9% |
| 5Y | +33.1% | +53.3% | -20.2% | +9.3% |
| 10Y | +299.9% | +104.2% | +195.7% | +177.1% |
| All | +299.9% | +106.0% | +193.9% | +177.1% |
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