-26.4%
NOW vs HST
+71.5%
-97.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -26.0% | +10.7% | -36.7% | -29.6% |
| 3M | -13.1% | +6.3% | -19.4% | -15.9% |
| 6M | +14.5% | +19.0% | -4.5% | +4.2% |
| YTD | -33.4% | +47.0% | -80.5% | -46.3% |
| 1Y | -40.6% | +53.4% | -94.1% | -53.4% |
| 3Y | -16.3% | +78.0% | -94.3% | -41.8% |
| All | -26.4% | +71.5% | -97.8% | -48.7% |
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