+46.9%
HST vs NXT
+181.9%
-135.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +2.0% | +2.9% | -0.9% | +1.7% |
| 30D | -5.2% | -17.2% | +12.0% | -3.8% |
| 3M | -6.2% | -32.0% | +25.8% | -3.4% |
| 6M | +20.4% | -15.8% | +36.2% | +20.4% |
| YTD | +30.6% | -1.9% | +32.5% | +28.2% |
| 1Y | +37.4% | +22.5% | +14.9% | +30.9% |
| 3Y | +66.1% | +100.5% | -34.4% | +44.6% |
| All | +46.9% | +181.9% | -135.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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