+4.4%
NI vs HST
+37.1%
-32.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.6% | +0.7% | -1.3% | -0.6% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -10.6% | -4.0% | -6.6% | -10.6% |
| 6M | -9.9% | +20.7% | -30.6% | -12.3% |
| YTD | +1.2% | +31.0% | -29.9% | -2.7% |
| 1Y | +4.4% | +36.2% | -31.8% | -0.7% |
| All | +4.4% | +37.1% | -32.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling