-25.1%
NOW vs HST
+82.3%
-107.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | +3.6% | -3.3% | -1.4% |
| 30D | -27.0% | +11.2% | -38.2% | -30.7% |
| 3M | -19.6% | +13.1% | -32.7% | -24.4% |
| 6M | +17.5% | +23.9% | -6.5% | +4.9% |
| YTD | -33.3% | +52.3% | -85.5% | -47.0% |
| 1Y | -39.8% | +56.7% | -96.5% | -53.1% |
| 3Y | -19.9% | +87.5% | -107.4% | -45.7% |
| All | -25.1% | +82.3% | -107.4% | -49.4% |
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 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