+1,803.2%
BE vs HST
+87.3%
+1,715.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.9% |
| 7D | +20.5% | +3.6% | +16.9% | +17.6% |
| 30D | -23.4% | +9.9% | -33.3% | -27.3% |
| 3M | -14.9% | +12.9% | -27.8% | -21.0% |
| 6M | -28.1% | +22.9% | -50.9% | -37.7% |
| YTD | +132.4% | +52.4% | +80.0% | +75.8% |
| 1Y | +59.4% | +52.5% | +6.8% | +20.1% |
| All | +1,803.2% | +87.3% | +1,715.9% | +883.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling