+795.1%
BKNG vs HST
+432.6%
+362.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | -9.8% | +0.9% | -10.7% | -10.1% |
| 30D | -17.9% | -2.5% | -15.4% | -17.0% |
| 3M | +6.6% | -5.1% | +11.7% | +8.7% |
| 6M | +1.1% | +21.6% | -20.5% | -6.6% |
| YTD | -18.2% | +31.6% | -49.9% | -26.9% |
| 1Y | -20.2% | +36.1% | -56.3% | -29.8% |
| 3Y | +39.9% | +66.5% | -26.6% | +12.2% |
| 5Y | +93.1% | +76.6% | +16.5% | +51.1% |
| 10Y | +214.8% | +108.9% | +105.9% | +121.5% |
| All | +795.1% | +432.6% | +362.5% | +340.1% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling