+75.8%
HST vs NUE
+142.4%
-66.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | -0.7% | -6.1% | +5.4% | +1.1% |
| 3M | -4.0% | +2.2% | -6.2% | -5.2% |
| 6M | +20.7% | +50.8% | -30.1% | +5.2% |
| YTD | +31.0% | +57.5% | -26.5% | +12.5% |
| 1Y | +36.2% | +82.5% | -46.2% | +11.3% |
| 3Y | +66.6% | +61.7% | +5.0% | +36.7% |
| 5Y | +75.8% | +145.1% | -69.4% | +28.0% |
| All | +75.8% | +142.4% | -66.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling