+19.7%
NU vs HST
+93.7%
-74.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +1.0% |
| 7D | +6.4% | -1.1% | +7.5% | +7.1% |
| 30D | -23.3% | +11.6% | -34.9% | -29.0% |
| 3M | -10.7% | +9.5% | -20.2% | -16.4% |
| 6M | -10.4% | +18.9% | -29.4% | -21.0% |
| YTD | -26.2% | +51.0% | -77.1% | -45.1% |
| 1Y | -22.1% | +53.0% | -75.1% | -42.7% |
| 3Y | +49.6% | +87.5% | -37.9% | -9.8% |
| All | +19.7% | +93.7% | -74.0% | -30.9% |
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