+43.5%
HST vs NIO
-36.7%
+80.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | -1.0% | -13.0% | +12.0% | +0.2% |
| 30D | -12.3% | -18.3% | +6.0% | -10.7% |
| 3M | -6.4% | -33.2% | +26.9% | -3.0% |
| 6M | +15.0% | -21.5% | +36.5% | +16.8% |
| YTD | +30.5% | -25.5% | +56.0% | +33.0% |
| 1Y | +35.7% | -38.0% | +73.7% | +39.8% |
| 3Y | +68.4% | -65.5% | +133.8% | +76.3% |
| 5Y | +73.1% | -90.6% | +163.7% | +93.2% |
| All | +43.5% | -36.7% | +80.1% | +27.4% |
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