+145.1%
NI vs HST
+101.1%
+44.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -0.3% | -2.8% | +2.5% | +0.3% |
| 3M | -9.5% | -6.5% | -3.0% | -8.3% |
| 6M | -10.2% | +20.7% | -31.0% | -14.4% |
| YTD | +1.8% | +30.5% | -28.7% | -4.7% |
| 1Y | +5.7% | +36.8% | -31.1% | -2.3% |
| 3Y | +69.6% | +65.9% | +3.7% | +47.4% |
| 5Y | +95.8% | +73.9% | +21.9% | +63.6% |
| 10Y | +145.1% | +107.0% | +38.1% | +70.5% |
| All | +145.1% | +101.1% | +44.0% | +70.5% |
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 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