+122.4%
HST vs NVMI
+2,494.8%
-2,372.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.6% |
| 7D | +3.6% | +1.5% | +2.1% | +3.1% |
| 30D | +11.2% | -4.1% | +15.3% | +11.8% |
| 3M | +13.1% | -22.8% | +35.9% | +19.1% |
| 6M | +23.9% | -36.9% | +60.8% | +34.3% |
| YTD | +52.3% | -3.2% | +55.5% | +45.6% |
| 1Y | +56.7% | +7.1% | +49.6% | +45.2% |
| 3Y | +87.5% | +181.5% | -94.0% | +20.6% |
| 5Y | +82.8% | +141.2% | -58.4% | +18.9% |
| All | +122.4% | +2,494.8% | -2,372.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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