-3.0%
NU vs HST
+37.9%
-40.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +8.2% | -2.8% | +11.0% | +9.3% |
| 3M | +26.3% | -6.5% | +32.7% | +28.9% |
| 6M | +2.2% | +20.7% | -18.5% | -4.6% |
| YTD | -10.4% | +30.5% | -40.8% | -17.2% |
| 1Y | -3.0% | +36.8% | -39.8% | -13.5% |
| All | -3.0% | +37.9% | -40.9% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling