+302.5%
NSC vs HAS
+106.1%
+196.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | -5.4% | +2.2% | -7.5% | -6.0% |
| 30D | +2.9% | +29.6% | -26.6% | -5.6% |
| 3M | -2.2% | +30.3% | -32.4% | -10.5% |
| 6M | +5.3% | +25.6% | -20.3% | -3.2% |
| YTD | +14.8% | +50.8% | -36.1% | -1.1% |
| 1Y | +16.6% | +63.0% | -46.5% | -2.2% |
| 3Y | +78.6% | +211.6% | -133.0% | +17.1% |
| 5Y | +27.2% | +50.4% | -23.2% | +5.1% |
| 10Y | +302.5% | +101.9% | +200.6% | +179.8% |
| All | +302.5% | +106.1% | +196.4% | +179.8% |
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