+289.7%
BNY vs HST
+66.0%
+223.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -1.1% | +0.7% | -1.7% | -1.3% |
| 30D | +1.4% | -0.7% | +2.1% | +1.6% |
| 3M | +16.8% | -4.0% | +20.8% | +18.0% |
| 6M | +42.0% | +20.7% | +21.3% | +31.1% |
| YTD | +41.9% | +31.0% | +10.9% | +26.8% |
| 1Y | +59.2% | +36.2% | +23.0% | +39.8% |
| All | +289.7% | +66.0% | +223.7% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling