+112.2%
BP vs HST
+83.0%
+29.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +2.5% | +3.6% | -1.1% | +1.5% |
| 30D | -5.6% | +9.9% | -15.5% | -8.2% |
| 3M | +8.0% | +12.9% | -4.9% | +4.3% |
| 6M | +5.7% | +22.9% | -17.2% | -1.1% |
| YTD | +36.8% | +52.4% | -15.6% | +18.8% |
| 1Y | +30.7% | +52.5% | -21.8% | +13.4% |
| 3Y | +51.6% | +87.4% | -35.8% | +19.8% |
| 5Y | +112.2% | +82.9% | +29.3% | +64.7% |
| All | +112.2% | +83.0% | +29.2% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling