+372.2%
HST vs NVS
+1,269.4%
-897.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.3% |
| 7D | -1.0% | +4.0% | -5.1% | -3.2% |
| 30D | -12.3% | +3.6% | -15.8% | -14.1% |
| 3M | -6.4% | +7.8% | -14.2% | -10.6% |
| 6M | +15.0% | -0.2% | +15.2% | +14.1% |
| YTD | +30.5% | +19.6% | +10.9% | +17.3% |
| 1Y | +35.7% | +28.4% | +7.3% | +17.1% |
| 3Y | +68.4% | +76.2% | -7.8% | +20.3% |
| 5Y | +73.1% | +111.1% | -38.0% | +10.7% |
| 10Y | +92.7% | +224.3% | -131.5% | -5.2% |
| All | +372.2% | +1,269.4% | -897.2% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling