+302.5%
NSC vs HIG
+270.3%
+32.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -5.4% | -0.5% | -4.9% | -5.1% |
| 30D | +2.9% | +4.5% | -1.5% | +0.8% |
| 3M | -2.2% | -5.5% | +3.3% | +0.3% |
| 6M | +5.3% | +3.1% | +2.2% | +3.2% |
| YTD | +14.8% | -0.8% | +15.6% | +14.5% |
| 1Y | +16.6% | +6.1% | +10.5% | +12.5% |
| 3Y | +78.6% | +94.1% | -15.5% | +27.5% |
| 5Y | +27.2% | +106.4% | -79.2% | -13.1% |
| 10Y | +302.5% | +265.1% | +37.4% | +105.8% |
| All | +302.5% | +270.3% | +32.2% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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