+151.8%
NOK vs HST
+92.1%
+59.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -20.4% | +14.5% | -34.8% | -23.6% |
| 3M | -9.6% | +15.4% | -25.0% | -13.7% |
| 6M | -35.6% | +22.0% | -57.6% | -39.9% |
| YTD | +27.5% | +54.9% | -27.3% | +10.0% |
| 1Y | +18.4% | +54.0% | -35.6% | +2.2% |
| 3Y | +151.8% | +90.4% | +61.4% | +93.5% |
| All | +151.8% | +92.1% | +59.7% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling