+335.7%
NSC vs HIG
+314.4%
+21.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -2.0% | -0.5% | -1.6% | -1.9% |
| 30D | -3.2% | -2.8% | -0.4% | -2.0% |
| 3M | +3.9% | +6.3% | -2.4% | +0.6% |
| 6M | +7.8% | -0.1% | +7.9% | +7.3% |
| YTD | +13.4% | +0.4% | +13.0% | +12.6% |
| 1Y | +20.3% | +6.2% | +14.1% | +16.0% |
| 3Y | +76.1% | +101.6% | -25.5% | +23.5% |
| 5Y | +45.0% | +119.8% | -74.8% | -3.7% |
| 10Y | +335.7% | +311.7% | +24.0% | +113.1% |
| All | +335.7% | +314.4% | +21.4% | +113.1% |
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