+322.4%
NET vs HST
+87.8%
+234.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | -16.4% | +3.3% | -19.7% | -17.6% |
| 30D | -25.8% | +16.4% | -42.2% | -31.1% |
| 3M | -11.5% | +5.5% | -17.0% | -13.9% |
| 6M | +18.9% | +31.1% | -12.2% | +2.3% |
| YTD | +35.2% | +55.9% | -20.7% | +4.3% |
| 1Y | +14.5% | +75.6% | -61.2% | -18.6% |
| All | +322.4% | +87.8% | +234.6% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling