+1,921.9%
NXPI vs HST
+202.8%
+1,719.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.4% | -2.7% | -1.7% | -2.7% |
| 30D | +5.6% | +10.7% | -5.1% | -0.5% |
| 3M | +7.6% | +6.3% | +1.4% | +3.9% |
| 6M | -17.6% | +19.0% | -36.5% | -26.1% |
| YTD | +15.9% | +47.0% | -31.1% | -8.7% |
| 1Y | +22.4% | +53.4% | -31.1% | -6.2% |
| 3Y | +43.2% | +78.0% | -34.8% | +0.4% |
| 5Y | +21.4% | +71.7% | -50.3% | -15.8% |
| 10Y | +186.8% | +146.2% | +40.6% | +34.2% |
| All | +1,921.9% | +202.8% | +1,719.2% | +622.4% |
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