+10,774.4%
NVDA vs HST
+138.5%
+10,636.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -8.8% | -2.7% | -6.1% | -7.6% |
| 30D | -21.4% | +10.7% | -32.1% | -24.6% |
| 3M | -14.7% | +6.3% | -20.9% | -16.8% |
| 6M | -10.0% | +19.0% | -29.0% | -16.8% |
| YTD | +0.3% | +47.0% | -46.7% | -15.4% |
| 1Y | -0.5% | +53.4% | -54.0% | -17.9% |
| 3Y | +309.2% | +78.0% | +231.2% | +210.7% |
| 5Y | +530.1% | +71.7% | +458.4% | +388.6% |
| All | +10,774.4% | +138.5% | +10,636.0% | +7,814.2% |
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