+101.3%
NOK vs HST
+72.4%
+28.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +7.3% | +2.0% | +5.3% | +6.4% |
| 30D | +13.8% | -5.2% | +19.0% | +16.1% |
| 3M | -27.0% | -6.2% | -20.8% | -25.4% |
| 6M | +37.6% | +20.4% | +17.2% | +27.4% |
| YTD | +64.6% | +30.6% | +34.0% | +47.3% |
| 1Y | +132.0% | +37.4% | +94.7% | +102.7% |
| 3Y | +183.7% | +66.1% | +117.5% | +124.2% |
| 5Y | +101.3% | +73.7% | +27.6% | +56.0% |
| All | +101.3% | +72.4% | +28.9% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling