+33.1%
NSC vs USHY
+20.1%
+13.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.2% |
| 30D | +3.9% | +0.5% | +3.5% | +3.2% |
| 3M | -0.8% | -1.2% | +0.4% | +0.9% |
| 6M | +7.1% | -0.1% | +7.2% | +7.2% |
| YTD | +16.4% | +1.1% | +15.3% | +14.5% |
| 1Y | +16.9% | +2.0% | +14.9% | +13.5% |
| 3Y | +78.4% | +25.8% | +52.6% | +31.7% |
| 5Y | +33.1% | +20.4% | +12.7% | +5.6% |
| All | +33.1% | +20.1% | +13.0% | +5.6% |
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