+127.6%
NOK vs HST
+109.4%
+18.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +8.7% | +0.7% | +8.0% | +8.5% |
| 30D | +12.5% | -0.7% | +13.2% | +12.7% |
| 3M | -20.7% | -4.0% | -16.7% | -19.9% |
| 6M | +36.2% | +20.7% | +15.5% | +28.2% |
| YTD | +64.1% | +31.0% | +33.1% | +50.4% |
| 1Y | +132.4% | +36.2% | +96.2% | +109.6% |
| 3Y | +182.9% | +66.6% | +116.2% | +137.0% |
| 5Y | +102.8% | +75.8% | +27.0% | +65.6% |
| All | +127.6% | +109.4% | +18.2% | +70.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling