+479.4%
NBIS vs HST
+64.6%
+414.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.1% | -9.8% | -9.9% |
| 7D | -10.5% | +3.6% | -14.1% | -12.8% |
| 30D | -37.7% | +11.2% | -48.9% | -42.0% |
| 3M | -54.6% | +13.1% | -67.7% | -58.2% |
| 6M | -44.1% | +23.9% | -68.0% | -52.4% |
| YTD | +38.4% | +52.3% | -13.8% | +0.4% |
| 1Y | +30.7% | +56.7% | -25.9% | -8.0% |
| All | +479.4% | +64.6% | +414.8% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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