+67.4%
HST vs NIO
-51.7%
+119.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.4% |
| 7D | +3.6% | -14.5% | +18.0% | +5.0% |
| 30D | +11.2% | -15.0% | +26.2% | +12.8% |
| 3M | +13.1% | -35.6% | +48.7% | +17.6% |
| 6M | +23.9% | -55.7% | +79.6% | +33.1% |
| YTD | +52.3% | -43.1% | +95.4% | +58.9% |
| 1Y | +56.7% | -53.5% | +110.2% | +66.3% |
| 3Y | +87.5% | -59.8% | +147.3% | +93.7% |
| 5Y | +82.8% | -93.2% | +176.0% | +110.0% |
| All | +67.4% | -51.7% | +119.1% | +52.3% |
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