+613,227.2%
NVDA vs HST
+359.5%
+612,867.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +5.9% | -1.0% | +6.9% | +6.3% |
| 30D | +5.1% | -12.3% | +17.3% | +10.7% |
| 3M | +5.4% | -6.4% | +11.7% | +7.8% |
| 6M | +26.0% | +15.0% | +11.0% | +18.4% |
| YTD | +23.7% | +30.5% | -6.8% | +10.1% |
| 1Y | +34.4% | +35.7% | -1.3% | +16.9% |
| 3Y | +375.8% | +68.4% | +307.4% | +274.4% |
| 5Y | +911.8% | +73.1% | +838.6% | +694.7% |
| 10Y | +14,899.8% | +92.7% | +14,807.1% | +10,055.4% |
| All | +613,227.2% | +359.5% | +612,867.7% | +218,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling