+66.1%
HST vs NVD
-99.2%
+165.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.3% |
| 7D | +2.0% | -7.7% | +9.6% | +1.5% |
| 30D | -5.2% | -5.8% | +0.6% | -5.4% |
| 3M | -6.2% | -23.2% | +17.0% | -7.3% |
| 6M | +20.4% | -49.7% | +70.2% | +16.3% |
| YTD | +30.6% | -47.7% | +78.3% | +26.9% |
| 1Y | +37.4% | -61.3% | +98.7% | +31.2% |
| 3Y | +66.1% | -99.2% | +165.3% | +25.2% |
| All | +66.1% | -99.2% | +165.3% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling