+45.4%
NU vs HST
+68.1%
-22.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.2% |
| 7D | -4.2% | +0.7% | -4.9% | -4.6% |
| 30D | +10.0% | -0.7% | +10.7% | +10.5% |
| 3M | +29.3% | -4.0% | +33.3% | +32.2% |
| 6M | +0.9% | +20.7% | -19.8% | -11.8% |
| YTD | -10.3% | +31.0% | -41.3% | -26.3% |
| 1Y | -3.2% | +36.2% | -39.4% | -23.2% |
| 3Y | +120.6% | +66.6% | +53.9% | +43.2% |
| All | +45.4% | +68.1% | -22.7% | -7.3% |
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