+36.6%
BP vs HST
+76.4%
-39.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.0% |
| 7D | -8.4% | +3.3% | -11.7% | -8.0% |
| 30D | +2.2% | +16.4% | -14.1% | +4.2% |
| 3M | +8.8% | +5.5% | +3.3% | +9.7% |
| 6M | -0.5% | +31.1% | -31.6% | +2.2% |
| YTD | +36.2% | +55.9% | -19.7% | +35.8% |
| 1Y | +36.6% | +75.6% | -39.1% | +33.7% |
| All | +36.6% | +76.4% | -39.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling