+75.6%
HST vs NTRS
+43.5%
+32.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.2% |
| 7D | +3.3% | +3.6% | -0.2% | +2.0% |
| 30D | +16.4% | +4.3% | +12.0% | +14.6% |
| 3M | +5.5% | -1.9% | +7.4% | +5.8% |
| 6M | +31.1% | +11.4% | +19.7% | +24.9% |
| YTD | +55.9% | +32.3% | +23.6% | +34.8% |
| 1Y | +75.6% | +42.5% | +33.1% | +44.8% |
| All | +75.6% | +43.5% | +32.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling