+130.2%
BP vs HST
+142.8%
-12.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -11.6% | -2.7% | -8.9% | -10.7% |
| 30D | 0.0% | +10.7% | -10.7% | -4.2% |
| 3M | +6.7% | +6.3% | +0.5% | +3.7% |
| 6M | +2.2% | +19.0% | -16.8% | -6.0% |
| YTD | +33.0% | +47.0% | -14.1% | +10.8% |
| 1Y | +30.7% | +53.4% | -22.7% | +6.7% |
| 3Y | +44.2% | +78.0% | -33.8% | +7.3% |
| 5Y | +105.1% | +71.7% | +33.5% | +48.0% |
| All | +130.2% | +142.8% | -12.6% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling