+97.9%
HST vs NVD
-98.7%
+196.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.9% |
| 7D | -1.3% | +27.3% | -28.6% | +0.5% |
| 30D | +13.4% | +59.9% | -46.6% | +17.3% |
| 3M | +16.7% | +39.4% | -22.7% | +20.0% |
| 6M | +24.0% | +27.6% | -3.6% | +27.5% |
| YTD | +54.0% | -17.9% | +71.9% | +54.5% |
| 1Y | +55.0% | -14.5% | +69.5% | +56.4% |
| 3Y | +89.3% | -98.6% | +187.9% | +49.9% |
| All | +97.9% | -98.7% | +196.6% | +51.7% |
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