+109.0%
HST vs NTRS
+259.9%
-150.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -2.5% | -0.7% | -1.8% | -2.2% |
| 3M | -5.1% | +11.3% | -16.4% | -11.6% |
| 6M | +21.6% | +35.5% | -13.9% | -0.3% |
| YTD | +31.6% | +40.6% | -9.0% | +5.1% |
| 1Y | +36.1% | +49.2% | -13.1% | +4.3% |
| 3Y | +66.5% | +167.2% | -100.8% | -14.4% |
| 5Y | +76.6% | +94.9% | -18.4% | +7.8% |
| All | +109.0% | +259.9% | -150.9% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling