+130.6%
NOK vs HST
+108.5%
+22.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +9.3% | -0.3% | +9.7% | +9.5% |
| 30D | +17.9% | -2.8% | +20.6% | +18.8% |
| 3M | -22.3% | -6.5% | -15.8% | -20.8% |
| 6M | +36.4% | +20.7% | +15.7% | +28.4% |
| YTD | +66.3% | +30.5% | +35.9% | +52.6% |
| 1Y | +134.4% | +36.8% | +97.6% | +111.2% |
| 3Y | +186.6% | +65.9% | +120.7% | +140.5% |
| 5Y | +102.7% | +73.9% | +28.8% | +66.0% |
| All | +130.6% | +108.5% | +22.2% | +72.5% |
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 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