+532.2%
BE vs HST
+82.3%
+449.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | +10.8% | +3.6% | +7.2% | +7.7% |
| 30D | -19.8% | +11.2% | -31.0% | -25.8% |
| 3M | -18.7% | +13.1% | -31.8% | -26.2% |
| 6M | -33.7% | +23.9% | -57.7% | -44.8% |
| YTD | +121.0% | +52.3% | +68.7% | +56.7% |
| 1Y | +85.4% | +56.7% | +28.7% | +27.1% |
| 3Y | +1,709.5% | +87.5% | +1,622.0% | +932.9% |
| All | +532.2% | +82.3% | +449.9% | +248.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling