+24.4%
NSC vs HIG
+104.7%
-80.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -1.7% |
| 7D | -6.6% | +1.1% | -7.7% | -7.1% |
| 30D | +2.2% | +5.6% | -3.4% | -0.5% |
| 3M | -6.2% | -6.9% | +0.7% | -3.1% |
| 6M | +1.7% | +1.3% | +0.4% | +0.5% |
| YTD | +12.2% | -1.5% | +13.7% | +12.3% |
| 1Y | +15.4% | +6.6% | +8.8% | +10.9% |
| 3Y | +73.3% | +91.2% | -17.9% | +22.6% |
| All | +24.4% | +104.7% | -80.3% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling