+45.9%
NSC vs USHY
+21.9%
+24.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +6.2% | +1.2% | +5.1% | +4.4% |
| 6M | +9.2% | +2.6% | +6.6% | +5.0% |
| YTD | +15.0% | +2.4% | +12.6% | +11.0% |
| 1Y | +21.1% | +4.2% | +16.9% | +13.9% |
| 3Y | +78.6% | +28.0% | +50.6% | +28.9% |
| 5Y | +45.9% | +21.8% | +24.1% | +11.9% |
| All | +45.9% | +21.9% | +24.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling