+1,578.5%
NOK vs HST
+749.2%
+829.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -1.8% | -1.0% | -0.7% | -1.5% |
| 30D | +4.7% | -12.3% | +17.0% | +9.0% |
| 3M | -39.7% | -6.4% | -33.3% | -38.5% |
| 6M | +23.1% | +15.0% | +8.1% | +17.5% |
| YTD | +55.0% | +30.5% | +24.5% | +42.0% |
| 1Y | +118.0% | +35.7% | +82.4% | +96.5% |
| 3Y | +170.5% | +68.4% | +102.1% | +125.1% |
| 5Y | +84.9% | +73.1% | +11.7% | +50.1% |
| 10Y | +112.0% | +92.7% | +19.3% | +52.8% |
| All | +1,578.5% | +749.2% | +829.3% | +617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling