+34.7%
NXPI vs HST
+82.3%
-47.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +6.8% | +3.6% | +3.2% | +4.3% |
| 30D | +20.0% | +11.2% | +8.8% | +12.4% |
| 3M | +14.8% | +13.1% | +1.7% | +6.2% |
| 6M | -10.5% | +23.9% | -34.4% | -22.7% |
| YTD | +23.7% | +52.3% | -28.6% | -7.1% |
| 1Y | +34.1% | +56.7% | -22.6% | -1.3% |
| 3Y | +51.2% | +87.5% | -36.3% | -2.1% |
| All | +34.7% | +82.3% | -47.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling