+521.8%
NOW vs HST
+143.8%
+378.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.3% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -26.8% | +13.4% | -40.1% | -29.7% |
| 3M | -19.4% | +16.7% | -36.1% | -23.4% |
| 6M | +12.3% | +24.0% | -11.7% | +4.5% |
| YTD | -32.9% | +54.0% | -86.9% | -42.2% |
| 1Y | -40.3% | +55.0% | -95.3% | -48.7% |
| 3Y | -19.1% | +89.3% | -108.4% | -35.6% |
| 5Y | -24.4% | +85.4% | -109.8% | -39.5% |
| 10Y | +521.8% | +137.1% | +384.7% | +371.8% |
| All | +521.8% | +143.8% | +378.0% | +371.8% |
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