+68.7%
HST vs NVDX
+772.1%
-703.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +0.9% | -10.2% | +11.1% | +1.5% |
| 30D | -2.5% | -7.3% | +4.9% | -2.2% |
| 3M | -5.1% | +5.5% | -10.7% | -5.9% |
| 6M | +21.6% | +18.3% | +3.3% | +19.1% |
| YTD | +31.6% | +11.4% | +20.2% | +28.9% |
| 1Y | +36.1% | +12.7% | +23.5% | +32.4% |
| All | +68.7% | +772.1% | -703.4% | +29.2% |
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