+7,924.2%
BNY vs HST
+1,342.9%
+6,581.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -0.2% | -2.5% | +2.3% | +0.8% |
| 3M | +14.9% | -5.1% | +20.1% | +17.0% |
| 6M | +40.0% | +21.6% | +18.4% | +28.5% |
| YTD | +42.0% | +31.6% | +10.3% | +26.0% |
| 1Y | +56.9% | +36.1% | +20.7% | +36.8% |
| 3Y | +289.9% | +66.5% | +223.4% | +207.9% |
| 5Y | +259.2% | +76.6% | +182.6% | +168.7% |
| 10Y | +413.3% | +108.9% | +304.4% | +230.7% |
| All | +7,924.2% | +1,342.9% | +6,581.2% | +1,738.5% |
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