+132.5%
NOK vs HST
+143.8%
-11.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +2.2% | -1.3% | +3.4% | +2.7% |
| 30D | -14.7% | +13.4% | -28.1% | -17.8% |
| 3M | -10.6% | +16.7% | -27.3% | -14.6% |
| 6M | -39.4% | +24.0% | -63.4% | -43.3% |
| YTD | +30.4% | +54.0% | -23.5% | +13.8% |
| 1Y | +22.3% | +55.0% | -32.7% | +6.4% |
| 3Y | +157.6% | +89.3% | +68.3% | +107.7% |
| 5Y | +64.6% | +85.4% | -20.9% | +31.6% |
| 10Y | +132.5% | +137.1% | -4.7% | +60.4% |
| All | +132.5% | +143.8% | -11.3% | +60.4% |
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