+298.7%
NVDA vs HST
+82.7%
+216.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.4% |
| 3M | -14.7% | +6.3% | -20.9% | -16.6% |
| 6M | -10.0% | +19.0% | -29.0% | -16.9% |
| YTD | +0.3% | +47.0% | -46.7% | -15.9% |
| 1Y | -0.5% | +53.4% | -54.0% | -18.5% |
| All | +298.7% | +82.7% | +216.0% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling