+200.5%
NXPI vs HST
+144.9%
+55.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +1.8% |
| 7D | -0.3% | -1.1% | +0.8% | +0.4% |
| 30D | +12.7% | +11.6% | +1.1% | +6.6% |
| 3M | +7.5% | +9.5% | -2.1% | +2.6% |
| 6M | -12.3% | +18.9% | -31.2% | -20.4% |
| YTD | +19.7% | +51.0% | -31.3% | -4.4% |
| 1Y | +27.6% | +53.0% | -25.4% | +1.1% |
| 3Y | +50.0% | +87.5% | -37.5% | +6.9% |
| 5Y | +27.2% | +76.7% | -49.5% | -8.6% |
| 10Y | +200.5% | +137.9% | +62.6% | +90.2% |
| All | +200.5% | +144.9% | +55.6% | +90.2% |
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