+193.5%
NRG vs HST
+74.5%
+119.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -4.7% | +0.9% | -5.5% | -5.0% |
| 30D | -6.0% | -2.5% | -3.5% | -5.0% |
| 3M | -8.0% | -5.1% | -2.8% | -6.4% |
| 6M | -23.2% | +21.6% | -44.8% | -29.7% |
| YTD | -28.1% | +31.6% | -59.7% | -36.3% |
| 1Y | -27.3% | +36.1% | -63.4% | -36.8% |
| 3Y | +208.7% | +66.5% | +142.2% | +141.7% |
| All | +193.5% | +74.5% | +119.0% | +122.7% |
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