+1,046.6%
NRG vs HST
+109.4%
+937.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -6.8% | -0.7% | -6.1% | -6.6% |
| 3M | -7.1% | -4.0% | -3.1% | -6.1% |
| 6M | -27.6% | +20.7% | -48.3% | -32.7% |
| YTD | -29.2% | +31.0% | -60.2% | -36.2% |
| 1Y | -29.9% | +36.2% | -66.1% | -37.9% |
| 3Y | +198.7% | +66.6% | +132.0% | +143.1% |
| 5Y | +192.9% | +75.8% | +117.1% | +128.4% |
| All | +1,046.6% | +109.4% | +937.2% | +579.8% |
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