+135.7%
BP vs HST
+143.8%
-8.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -3.1% | +13.4% | -16.5% | -8.2% |
| 3M | +6.2% | +16.7% | -10.5% | -0.7% |
| 6M | +4.8% | +24.0% | -19.2% | -5.2% |
| YTD | +35.2% | +54.0% | -18.8% | +10.4% |
| 1Y | +27.4% | +55.0% | -27.6% | +3.6% |
| 3Y | +49.8% | +89.3% | -39.6% | +8.5% |
| 5Y | +109.4% | +85.4% | +24.0% | +45.8% |
| 10Y | +135.7% | +137.1% | -1.4% | +37.8% |
| All | +135.7% | +143.8% | -8.1% | +37.8% |
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 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