-40.3%
NOW vs HST
+54.6%
-94.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.1% |
| 7D | -5.6% | -1.3% | -4.3% | -5.6% |
| 30D | -26.8% | +13.4% | -40.1% | -25.9% |
| 3M | -19.4% | +16.7% | -36.1% | -18.2% |
| 6M | +12.3% | +24.0% | -11.7% | +15.9% |
| YTD | -32.9% | +54.0% | -86.9% | -29.5% |
| 1Y | -40.3% | +55.0% | -95.3% | -37.9% |
| All | -40.3% | +54.6% | -94.9% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling