+14,604.7%
BLK vs HST
+608.9%
+13,995.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.7% | +3.6% | +0.2% | +2.2% |
| 30D | +13.9% | +11.2% | +2.7% | +9.0% |
| 3M | +3.9% | +13.1% | -9.2% | -1.4% |
| 6M | +13.0% | +23.9% | -10.9% | +2.8% |
| YTD | +16.1% | +52.3% | -36.2% | -3.0% |
| 1Y | +16.8% | +56.7% | -39.9% | -3.7% |
| 3Y | +97.7% | +87.5% | +10.1% | +49.2% |
| 5Y | +42.1% | +82.8% | -40.7% | +5.7% |
| 10Y | +321.3% | +134.6% | +186.7% | +154.7% |
| All | +14,604.7% | +608.9% | +13,995.8% | +5,022.8% |
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