+1,101.8%
NBIS vs HST
+41.0%
+1,060.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +17.8% | -0.3% | +18.1% | +18.0% |
| 30D | +30.5% | -2.8% | +33.3% | +33.5% |
| 3M | +9.2% | -6.5% | +15.7% | +14.1% |
| 6M | +153.2% | +20.7% | +132.4% | +115.1% |
| YTD | +187.1% | +30.5% | +156.7% | +131.8% |
| 1Y | +151.1% | +36.8% | +114.3% | +92.3% |
| All | +1,101.8% | +41.0% | +1,060.8% | +701.6% |
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