+1,567.2%
NRG vs HST
+312.7%
+1,254.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | -10.5% | -6.4% | -4.1% | -8.8% |
| 6M | -26.7% | +15.0% | -41.7% | -30.2% |
| YTD | -24.5% | +30.5% | -55.0% | -31.0% |
| 1Y | -18.6% | +35.7% | -54.2% | -26.7% |
| 3Y | +227.1% | +68.4% | +158.8% | +172.8% |
| 5Y | +198.8% | +73.1% | +125.6% | +141.4% |
| 10Y | +1,122.3% | +92.7% | +1,029.5% | +788.9% |
| All | +1,567.2% | +312.7% | +1,254.6% | +886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling