+33.2%
BE vs HST
+55.2%
-22.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -6.9% | -6.4% |
| 7D | -13.4% | +0.6% | -13.9% | -13.2% |
| 30D | -33.9% | +14.5% | -48.4% | -38.8% |
| 3M | -12.0% | +15.4% | -27.4% | -19.1% |
| 6M | -29.0% | +22.0% | -51.0% | -40.1% |
| YTD | +113.4% | +54.9% | +58.5% | +55.1% |
| 1Y | +33.2% | +54.0% | -20.8% | -2.6% |
| All | +33.2% | +55.2% | -22.1% | -2.6% |
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 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