+497,379.9%
NVDA vs HST
+417.7%
+496,962.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -8.8% | -2.7% | -6.1% | -7.7% |
| 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% | -16.6% |
| YTD | +0.3% | +47.0% | -46.7% | -14.9% |
| 1Y | -0.5% | +53.4% | -54.0% | -17.4% |
| 3Y | +309.2% | +78.0% | +231.2% | +215.1% |
| 5Y | +530.1% | +71.7% | +458.4% | +395.8% |
| 10Y | +11,159.1% | +146.2% | +11,012.9% | +6,810.3% |
| All | +497,379.9% | +417.7% | +496,962.3% | +168,498.3% |
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 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