+55.3%
BE vs HST
+76.4%
-21.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.6% | -7.1% |
| 7D | -12.1% | +3.3% | -15.5% | -13.7% |
| 30D | -30.1% | +16.4% | -46.4% | -35.4% |
| 3M | -12.1% | +5.5% | -17.6% | -14.5% |
| 6M | -30.6% | +31.1% | -61.7% | -43.2% |
| YTD | +130.6% | +55.9% | +74.7% | +79.9% |
| 1Y | +55.3% | +75.6% | -20.3% | +14.2% |
| All | +55.3% | +76.4% | -21.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling