+795.1%
BKNG vs HST
+430.2%
+364.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -10.7% | +0.7% | -11.3% | -10.9% |
| 30D | -18.1% | -0.7% | -17.4% | -17.9% |
| 3M | +8.5% | -4.0% | +12.5% | +10.2% |
| 6M | -0.1% | +20.7% | -20.8% | -7.4% |
| YTD | -18.2% | +31.0% | -49.3% | -26.8% |
| 1Y | -19.9% | +36.2% | -56.1% | -29.5% |
| 3Y | +41.6% | +66.6% | -25.0% | +13.6% |
| 5Y | +93.1% | +75.8% | +17.3% | +51.4% |
| 10Y | +214.8% | +108.0% | +106.8% | +121.9% |
| All | +795.1% | +430.2% | +364.9% | +340.9% |
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 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