+78.9%
NSC vs HIG
+103.2%
-24.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -5.5% | +0.3% | -5.8% | -5.7% |
| 30D | -3.2% | -3.2% | 0.0% | -1.8% |
| 3M | +7.7% | +9.1% | -1.5% | +3.0% |
| 6M | +4.5% | -1.8% | +6.3% | +4.9% |
| YTD | +15.6% | +1.8% | +13.8% | +14.0% |
| 1Y | +19.8% | +4.6% | +15.3% | +16.6% |
| All | +78.9% | +103.2% | -24.2% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling