+190.3%
NSC vs USHY
+50.4%
+139.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.1% |
| 7D | -2.0% | -0.1% | -1.9% | -1.8% |
| 30D | -3.2% | 0.0% | -3.1% | -3.1% |
| 3M | +3.9% | +0.8% | +3.1% | +2.3% |
| 6M | +7.8% | +1.9% | +5.9% | +4.1% |
| YTD | +13.4% | +2.3% | +11.2% | +8.9% |
| 1Y | +20.3% | +4.1% | +16.2% | +11.8% |
| 3Y | +76.1% | +27.8% | +48.3% | +15.3% |
| 5Y | +45.0% | +21.5% | +23.5% | +5.8% |
| All | +190.3% | +50.4% | +139.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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