+5,583.2%
NI vs HST
+1,597.5%
+3,985.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +11.9% | +14.5% | -2.6% | +9.3% |
| 3M | +9.1% | +15.4% | -6.3% | +6.5% |
| 6M | -1.8% | +22.0% | -23.7% | -5.2% |
| YTD | +11.4% | +54.9% | -43.5% | +3.1% |
| 1Y | +6.4% | +54.0% | -47.6% | -1.5% |
| 3Y | +98.2% | +90.4% | +7.8% | +75.4% |
| 5Y | +110.1% | +84.2% | +25.8% | +83.9% |
| 10Y | +189.0% | +144.6% | +44.4% | +132.1% |
| All | +5,583.2% | +1,597.5% | +3,985.7% | +3,347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling