+67.5%
HST vs NIO
-49.2%
+116.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.5% |
| 7D | +3.6% | -4.7% | +8.3% | +4.0% |
| 30D | +9.9% | -14.3% | +24.2% | +11.4% |
| 3M | +12.9% | -32.8% | +45.8% | +17.0% |
| 6M | +22.9% | -49.8% | +72.7% | +30.4% |
| YTD | +52.4% | -40.2% | +92.6% | +58.3% |
| 1Y | +52.5% | -52.7% | +105.3% | +61.7% |
| 3Y | +87.4% | -57.9% | +145.3% | +92.7% |
| 5Y | +82.9% | -92.9% | +175.8% | +109.2% |
| All | +67.5% | -49.2% | +116.7% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling