+67.7%
HST vs NVD
-99.2%
+166.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -2.8% | -9.3% | +6.5% | -3.2% |
| 3M | -6.5% | -22.1% | +15.6% | -7.4% |
| 6M | +20.7% | -45.8% | +66.5% | +17.1% |
| YTD | +30.5% | -46.7% | +77.2% | +26.8% |
| 1Y | +36.8% | -59.5% | +96.2% | +31.0% |
| 3Y | +65.9% | -99.2% | +165.0% | +23.2% |
| All | +67.7% | -99.2% | +166.8% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling