+68.4%
HST vs NVD
-99.1%
+167.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.7% |
| 7D | +0.7% | +9.0% | -8.4% | +1.3% |
| 30D | -0.7% | -5.5% | +4.8% | -0.8% |
| 3M | -4.0% | -24.6% | +20.6% | -5.3% |
| 6M | +20.7% | -42.1% | +62.8% | +17.6% |
| YTD | +31.0% | -44.3% | +75.4% | +27.7% |
| 1Y | +36.2% | -54.2% | +90.4% | +31.6% |
| 3Y | +66.6% | -99.1% | +165.8% | +24.1% |
| All | +68.4% | -99.1% | +167.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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