+112.5%
NET vs HST
+74.0%
+38.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.2% |
| 7D | -7.0% | -1.0% | -5.9% | -6.3% |
| 30D | -4.8% | -12.3% | +7.5% | +4.8% |
| 3M | +3.8% | -6.4% | +10.2% | +8.1% |
| 6M | +50.0% | +15.0% | +35.0% | +29.8% |
| YTD | +41.5% | +30.5% | +11.0% | +9.3% |
| 1Y | +32.8% | +35.7% | -2.8% | -1.8% |
| 3Y | +335.9% | +68.4% | +267.5% | +151.6% |
| All | +112.5% | +74.0% | +38.5% | +32.3% |
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