+108.1%
HST vs NVS
+180.2%
-72.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | -15.7% | +16.4% | +7.2% |
| 30D | -0.7% | -11.1% | +10.4% | +3.2% |
| 3M | -4.0% | -7.2% | +3.2% | -2.4% |
| 6M | +20.7% | -12.3% | +33.0% | +25.7% |
| YTD | +31.0% | +2.8% | +28.3% | +26.7% |
| 1Y | +36.2% | +11.9% | +24.3% | +26.4% |
| 3Y | +66.6% | +55.1% | +11.6% | +30.3% |
| 5Y | +75.8% | +94.1% | -18.3% | +20.6% |
| All | +108.1% | +180.2% | -72.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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