+30.4%
BIL vs HST
+107.2%
-76.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | -0.3% |
| 30D | 0.0% | +10.7% | -10.7% | 0.0% |
| 3M | +0.3% | +6.3% | -5.9% | +0.3% |
| 6M | +1.2% | +19.0% | -17.7% | +1.3% |
| YTD | +2.5% | +47.0% | -44.6% | +2.5% |
| 1Y | +3.0% | +53.4% | -50.4% | +3.1% |
| 3Y | +13.2% | +78.0% | -64.8% | +13.2% |
| 5Y | +19.4% | +71.7% | -52.2% | +19.5% |
| 10Y | +25.2% | +146.2% | -121.0% | +25.3% |
| All | +30.4% | +107.2% | -76.8% | +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