+112.8%
BP vs HST
+82.3%
+30.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +3.6% | +0.2% | +2.8% |
| 30D | -5.3% | +11.2% | -16.5% | -8.2% |
| 3M | +9.3% | +13.1% | -3.8% | +5.4% |
| 6M | +7.2% | +23.9% | -16.7% | +0.1% |
| YTD | +38.0% | +52.3% | -14.2% | +19.9% |
| 1Y | +33.2% | +56.7% | -23.5% | +14.5% |
| 3Y | +50.3% | +87.5% | -37.2% | +18.7% |
| All | +112.8% | +82.3% | +30.5% | +65.4% |
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