+30.9%
BKNG vs HST
+87.2%
-56.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +3.6% | -4.3% | -2.4% |
| 30D | -0.7% | +11.2% | -11.9% | -5.9% |
| 3M | -25.0% | +13.1% | -38.1% | -29.5% |
| 6M | +3.4% | +23.9% | -20.5% | -7.2% |
| YTD | -25.0% | +52.3% | -77.3% | -39.1% |
| 1Y | -20.7% | +56.7% | -77.4% | -36.6% |
| 3Y | +30.9% | +87.5% | -56.6% | -4.5% |
| All | +30.9% | +87.2% | -56.2% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling