+213.9%
NRG vs HST
+65.3%
+148.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | -3.0% | -2.8% | -0.2% | -1.7% |
| 3M | -10.9% | -6.5% | -4.4% | -8.5% |
| 6M | -25.3% | +20.7% | -46.0% | -32.7% |
| YTD | -26.8% | +30.5% | -57.3% | -36.7% |
| 1Y | -23.3% | +36.8% | -60.1% | -35.6% |
| All | +213.9% | +65.3% | +148.6% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling