+67.7%
HST vs NVD
-99.2%
+167.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.2% |
| 7D | -1.0% | -11.1% | +10.1% | -1.8% |
| 30D | -12.3% | -13.3% | +1.0% | -12.9% |
| 3M | -6.4% | -19.8% | +13.5% | -7.1% |
| 6M | +15.0% | -48.8% | +63.8% | +11.2% |
| YTD | +30.5% | -49.7% | +80.2% | +26.4% |
| 1Y | +35.7% | -61.4% | +97.0% | +29.6% |
| 3Y | +68.4% | -99.1% | +167.5% | +24.8% |
| All | +67.7% | -99.2% | +167.0% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling