+96.4%
NI vs HST
+72.4%
+24.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | -1.7% | -5.2% | +3.6% | -0.8% |
| 3M | -8.0% | -6.2% | -1.8% | -7.2% |
| 6M | -8.6% | +20.4% | -29.1% | -11.7% |
| YTD | +2.3% | +30.6% | -28.3% | -2.6% |
| 1Y | +6.9% | +37.4% | -30.4% | +0.8% |
| 3Y | +70.6% | +66.1% | +4.4% | +53.3% |
| 5Y | +96.4% | +73.7% | +22.7% | +78.5% |
| All | +96.4% | +72.4% | +24.0% | +78.5% |
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