-1.6%
BLK vs HST
+37.1%
-38.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -5.2% | +0.7% | -5.9% | -5.5% |
| 30D | -7.0% | -0.7% | -6.4% | -6.8% |
| 3M | +5.7% | -4.0% | +9.7% | +6.9% |
| 6M | +11.0% | +20.7% | -9.7% | -1.6% |
| YTD | +0.9% | +31.0% | -30.2% | -13.0% |
| 1Y | -1.6% | +36.2% | -37.8% | -16.9% |
| All | -1.6% | +37.1% | -38.7% | -16.9% |
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