-13.6%
BKNG vs HST
+76.4%
-90.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.2% |
| 7D | +15.6% | +3.3% | +12.2% | +13.8% |
| 30D | +8.0% | +16.4% | -8.4% | 0.0% |
| 3M | -11.8% | +5.5% | -17.2% | -14.6% |
| 6M | +3.8% | +31.1% | -27.4% | -9.5% |
| YTD | -19.6% | +55.9% | -75.5% | -33.9% |
| 1Y | -13.6% | +75.6% | -89.2% | -31.9% |
| All | -13.6% | +76.4% | -90.0% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling