+31.2%
BLK vs HST
+75.9%
-44.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | -4.8% | -2.8% | -2.0% | -3.5% |
| 3M | +6.5% | -6.5% | +13.0% | +9.5% |
| 6M | +13.1% | +20.7% | -7.6% | +2.7% |
| YTD | +1.8% | +30.5% | -28.6% | -10.9% |
| 1Y | -1.0% | +36.8% | -37.7% | -15.5% |
| 3Y | +66.0% | +65.9% | +0.1% | +26.8% |
| 5Y | +31.2% | +73.9% | -42.7% | -2.0% |
| All | +31.2% | +75.9% | -44.6% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling