+48.4%
NU vs HST
+67.6%
-19.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.0% | +2.0% | +4.0% | +4.7% |
| 30D | +10.8% | -5.2% | +16.0% | +14.7% |
| 3M | +32.2% | -6.2% | +38.4% | +37.3% |
| 6M | +5.1% | +20.4% | -15.3% | -8.0% |
| YTD | -8.4% | +30.6% | -39.1% | -24.6% |
| 1Y | +0.7% | +37.4% | -36.6% | -20.6% |
| 3Y | +125.1% | +66.1% | +59.0% | +46.4% |
| All | +48.4% | +67.6% | -19.2% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling