+109.0%
HST vs NVMI
+3,158.6%
-3,049.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +0.9% | -0.1% | +0.9% | +0.9% |
| 30D | -2.5% | -8.4% | +5.9% | -0.6% |
| 3M | -5.1% | -33.6% | +28.4% | +3.3% |
| 6M | +21.6% | -14.7% | +36.3% | +22.6% |
| YTD | +31.6% | +13.2% | +18.4% | +22.2% |
| 1Y | +36.1% | +29.0% | +7.1% | +20.6% |
| 3Y | +66.5% | +215.0% | -148.5% | +5.4% |
| 5Y | +76.6% | +268.6% | -192.0% | +3.2% |
| All | +109.0% | +3,158.6% | -3,049.6% | -22.7% |
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