+296.7%
NSC vs HAS
+102.4%
+194.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -3.4% | +3.3% | -6.7% | -4.4% |
| 30D | +3.6% | +30.5% | -26.9% | -5.2% |
| 3M | -1.4% | +29.9% | -31.3% | -9.7% |
| 6M | +6.0% | +26.5% | -20.6% | -2.8% |
| YTD | +15.5% | +51.9% | -36.4% | -0.7% |
| 1Y | +16.2% | +60.9% | -44.7% | -2.0% |
| 3Y | +76.9% | +215.0% | -138.0% | +15.6% |
| 5Y | +29.3% | +51.5% | -22.2% | +6.6% |
| All | +296.7% | +102.4% | +194.3% | +176.5% |
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