+593.0%
BE vs HST
+63.3%
+529.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.5% | +3.4% |
| 7D | -14.7% | -2.7% | -12.0% | -12.7% |
| 30D | -40.5% | +10.7% | -51.2% | -44.1% |
| 3M | -24.3% | +6.3% | -30.6% | -27.1% |
| 6M | -39.3% | +19.0% | -58.3% | -46.4% |
| YTD | +99.4% | +47.0% | +52.3% | +54.1% |
| 1Y | +26.6% | +53.4% | -26.9% | -5.4% |
| 3Y | +1,616.9% | +78.0% | +1,538.9% | +1,041.0% |
| 5Y | +441.4% | +71.7% | +369.7% | +272.2% |
| All | +593.0% | +63.3% | +529.6% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling