+71.6%
HST vs NIO
-92.1%
+163.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -6.0% | -0.8% |
| 7D | -2.7% | +5.6% | -8.3% | -3.4% |
| 30D | +10.7% | -4.2% | +14.9% | +11.2% |
| 3M | +6.3% | -26.3% | +32.6% | +10.2% |
| 6M | +19.0% | -42.5% | +61.5% | +26.7% |
| YTD | +47.0% | -33.5% | +80.6% | +52.6% |
| 1Y | +53.4% | -52.7% | +106.1% | +66.1% |
| 3Y | +78.0% | -57.5% | +135.5% | +85.1% |
| All | +71.6% | -92.1% | +163.6% | +119.2% |
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