+26.1%
BP vs HST
+47.4%
-21.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -11.6% | -2.7% | -8.9% | -11.9% |
| 30D | 0.0% | +10.7% | -10.7% | +1.8% |
| 3M | +6.7% | +6.3% | +0.5% | +8.0% |
| 6M | +2.2% | +19.0% | -16.8% | +4.9% |
| YTD | +33.0% | +47.0% | -14.1% | +32.8% |
| All | +26.1% | +47.4% | -21.3% | +26.3% |
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