+70.2%
HST vs NIO
-45.3%
+115.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.6% | +5.6% |
| 7D | +0.6% | +2.8% | -2.2% | +0.3% |
| 30D | +14.5% | -8.4% | +22.9% | +15.4% |
| 3M | +15.4% | -32.0% | +47.4% | +19.4% |
| 6M | +22.0% | -43.9% | +65.9% | +28.1% |
| YTD | +54.9% | -35.7% | +90.5% | +59.8% |
| 1Y | +54.0% | -51.1% | +105.1% | +62.8% |
| 3Y | +90.4% | -54.7% | +145.1% | +94.5% |
| 5Y | +84.2% | -91.7% | +175.9% | +108.1% |
| All | +70.2% | -45.3% | +115.6% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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