+13,325.9%
BLK vs HST
+507.6%
+12,818.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -3.6% | -1.0% | -2.6% | -3.2% |
| 30D | -1.0% | -12.3% | +11.3% | +4.4% |
| 3M | +10.4% | -6.4% | +16.7% | +13.1% |
| 6M | +8.2% | +15.0% | -6.8% | +1.7% |
| YTD | +6.0% | +30.5% | -24.5% | -5.5% |
| 1Y | +3.3% | +35.7% | -32.3% | -9.7% |
| 3Y | +70.3% | +68.4% | +1.9% | +34.3% |
| 5Y | +34.5% | +73.1% | -38.6% | +2.2% |
| 10Y | +281.9% | +92.7% | +189.2% | +150.5% |
| All | +13,325.9% | +507.6% | +12,818.4% | +4,891.2% |
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