+1,359.3%
BP vs HST
+1,511.7%
-152.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -11.6% | -2.7% | -8.9% | -11.1% |
| 30D | 0.0% | +10.7% | -10.7% | -2.4% |
| 3M | +6.7% | +6.3% | +0.5% | +5.0% |
| 6M | +2.2% | +19.0% | -16.8% | -2.5% |
| YTD | +33.0% | +47.0% | -14.1% | +20.3% |
| 1Y | +30.7% | +53.4% | -22.7% | +16.9% |
| 3Y | +44.2% | +78.0% | -33.8% | +23.3% |
| 5Y | +105.1% | +71.7% | +33.5% | +74.0% |
| 10Y | +133.5% | +146.2% | -12.7% | +79.4% |
| All | +1,359.3% | +1,511.7% | -152.4% | +806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling