+58.1%
HST vs NTR
+97.9%
-39.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +0.9% | -1.3% | +2.1% | +1.3% |
| 30D | -2.5% | +16.8% | -19.2% | -8.3% |
| 3M | -5.1% | +20.7% | -25.9% | -12.4% |
| 6M | +21.6% | +0.5% | +21.1% | +19.3% |
| YTD | +31.6% | +29.2% | +2.4% | +15.3% |
| 1Y | +36.1% | +39.6% | -3.4% | +14.8% |
| 3Y | +66.5% | +37.9% | +28.6% | +37.1% |
| 5Y | +76.6% | +47.1% | +29.5% | +24.8% |
| All | +58.1% | +97.9% | -39.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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