+1,008.9%
BE vs HST
+45.1%
+963.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.5% | +9.6% |
| 7D | +29.8% | +2.0% | +27.8% | +28.0% |
| 30D | +26.4% | -5.2% | +31.6% | +31.0% |
| 3M | +9.3% | -6.2% | +15.6% | +13.3% |
| 6M | +105.1% | +20.4% | +84.6% | +79.8% |
| YTD | +219.0% | +30.6% | +188.4% | +165.9% |
| 1Y | +418.8% | +37.4% | +381.4% | +313.6% |
| 3Y | +1,784.6% | +66.1% | +1,718.5% | +1,212.4% |
| 5Y | +1,251.0% | +73.7% | +1,177.3% | +826.2% |
| All | +1,008.9% | +45.1% | +963.8% | +658.2% |
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