-12.8%
BKNG vs HST
+38.1%
-50.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -6.0% | -1.0% | -5.0% | -5.5% |
| 30D | -6.6% | -12.3% | +5.6% | -0.8% |
| 3M | +15.7% | -6.4% | +22.1% | +19.1% |
| 6M | +14.1% | +15.0% | -0.9% | +6.4% |
| YTD | -9.3% | +30.5% | -39.8% | -19.1% |
| 1Y | -12.8% | +35.7% | -48.4% | -24.1% |
| All | -12.8% | +38.1% | -50.9% | -24.1% |
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