+14,572.5%
NVDA vs HST
+97.7%
+14,474.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +3.8% | +2.0% | +1.8% | +3.0% |
| 30D | +0.8% | -5.2% | +6.0% | +3.1% |
| 3M | +8.2% | -6.2% | +14.4% | +10.7% |
| 6M | +27.1% | +20.4% | +6.7% | +16.8% |
| YTD | +21.2% | +30.6% | -9.4% | +7.3% |
| 1Y | +34.3% | +37.4% | -3.1% | +15.6% |
| 3Y | +396.3% | +66.1% | +330.1% | +287.2% |
| 5Y | +913.8% | +73.7% | +840.1% | +693.6% |
| 10Y | +14,572.5% | +99.8% | +14,472.7% | +10,320.2% |
| All | +14,572.5% | +97.7% | +14,474.8% | +10,320.2% |
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 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