+60.8%
HST vs NVT
+694.8%
-634.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | +0.7% | +2.0% | -1.3% | -0.4% |
| 30D | -0.7% | -7.2% | +6.5% | +2.2% |
| 3M | -4.0% | -0.9% | -3.1% | -6.1% |
| 6M | +20.7% | +42.6% | -21.9% | -4.0% |
| YTD | +31.0% | +52.9% | -21.8% | -0.2% |
| 1Y | +36.2% | +64.5% | -28.2% | -2.2% |
| 3Y | +66.6% | +178.0% | -111.3% | -19.7% |
| 5Y | +75.8% | +402.8% | -327.0% | -44.6% |
| All | +60.8% | +694.8% | -634.0% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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