+71.7%
HST vs NIO
-90.7%
+162.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | -1.0% | -13.0% | +12.0% | +0.7% |
| 30D | -12.3% | -18.3% | +6.0% | -10.1% |
| 3M | -6.4% | -33.2% | +26.9% | -1.8% |
| 6M | +15.0% | -21.5% | +36.5% | +17.3% |
| YTD | +30.5% | -25.5% | +56.0% | +33.7% |
| 1Y | +35.7% | -38.0% | +73.7% | +41.2% |
| 3Y | +68.4% | -65.5% | +133.8% | +81.4% |
| All | +71.7% | -90.7% | +162.4% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling