-22.9%
NRG vs HST
+22.4%
-45.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | +7.1% | -1.0% | +8.1% | +7.5% |
| 30D | -1.4% | -12.3% | +10.8% | +3.4% |
| 3M | -10.5% | -6.4% | -4.1% | -10.1% |
| All | -22.9% | +22.4% | -45.3% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling