+19.3%
NU vs HST
+97.5%
-78.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +2.8% | -1.3% | +4.0% | +3.4% |
| 30D | -23.0% | +13.4% | -36.4% | -29.5% |
| 3M | -9.7% | +16.7% | -26.4% | -19.0% |
| 6M | -8.7% | +24.0% | -32.7% | -21.8% |
| YTD | -26.4% | +54.0% | -80.4% | -46.0% |
| 1Y | -24.8% | +55.0% | -79.9% | -45.2% |
| 3Y | +44.6% | +89.3% | -44.7% | -13.3% |
| All | +19.3% | +97.5% | -78.2% | -32.0% |
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