+10,058.2%
NVDA vs HST
+143.2%
+9,915.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.0% | -6.5% |
| 7D | -18.3% | +0.6% | -18.9% | -18.5% |
| 30D | -26.3% | +14.5% | -40.8% | -30.4% |
| 3M | -22.3% | +15.4% | -37.7% | -26.9% |
| 6M | -21.3% | +22.0% | -43.3% | -28.1% |
| YTD | -9.2% | +54.9% | -64.1% | -25.2% |
| 1Y | -14.9% | +54.0% | -68.9% | -30.0% |
| 3Y | +250.5% | +90.4% | +160.0% | +158.4% |
| 5Y | +475.8% | +84.2% | +391.6% | +333.8% |
| 10Y | +10,058.2% | +144.6% | +9,913.6% | +7,220.0% |
| All | +10,058.2% | +143.2% | +9,915.0% | +7,220.0% |
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