+1,119.4%
NBIS vs HST
+41.2%
+1,078.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.7% |
| 7D | +22.2% | +2.0% | +20.2% | +20.5% |
| 30D | +29.7% | -5.2% | +35.0% | +35.0% |
| 3M | +11.9% | -6.2% | +18.1% | +16.6% |
| 6M | +173.0% | +20.4% | +152.6% | +132.3% |
| YTD | +191.4% | +30.6% | +160.7% | +134.9% |
| 1Y | +280.7% | +37.4% | +243.3% | +190.6% |
| All | +1,119.4% | +41.2% | +1,078.2% | +712.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling