+911.5%
BE vs HST
+45.0%
+866.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +20.0% | -1.0% | +21.0% | +20.8% |
| 30D | +7.9% | -12.3% | +20.2% | +17.6% |
| 3M | -13.2% | -6.4% | -6.9% | -10.0% |
| 6M | +53.5% | +15.0% | +38.5% | +39.3% |
| YTD | +191.0% | +30.5% | +160.5% | +142.7% |
| 1Y | +360.5% | +35.7% | +324.8% | +270.1% |
| 3Y | +1,568.0% | +68.4% | +1,499.6% | +1,050.3% |
| 5Y | +1,055.2% | +73.1% | +982.1% | +693.7% |
| All | +911.5% | +45.0% | +866.5% | +592.0% |
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