+95.1%
HST vs NVDX
+357.5%
-262.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | +3.6% | -24.7% | +28.3% | +5.3% |
| 30D | +11.2% | -48.2% | +59.4% | +15.6% |
| 3M | +13.1% | -51.9% | +65.0% | +17.8% |
| 6M | +23.9% | -55.6% | +79.6% | +29.1% |
| YTD | +52.3% | -41.5% | +93.8% | +54.7% |
| 1Y | +56.7% | -44.0% | +100.7% | +59.4% |
| 3Y | +87.5% | +262.2% | -174.7% | +57.6% |
| All | +95.1% | +357.5% | -262.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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