+30.3%
BIL vs HST
+83.9%
-53.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +0.3% | -12.3% | +12.6% | +0.3% |
| 3M | +0.9% | -6.4% | +7.3% | +0.9% |
| 6M | +1.8% | +15.0% | -13.2% | +1.8% |
| YTD | +2.4% | +30.5% | -28.1% | +2.5% |
| 1Y | +3.7% | +35.7% | -31.9% | +3.8% |
| 3Y | +14.2% | +68.4% | -54.2% | +14.2% |
| 5Y | +19.4% | +73.1% | -53.7% | +19.5% |
| 10Y | +25.2% | +92.7% | -67.5% | +25.3% |
| All | +30.3% | +83.9% | -53.6% | +30.4% |
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