+99.8%
HST vs BAH
+182.5%
-82.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.0% | -4.3% | +6.3% | +3.0% |
| 30D | -5.2% | -4.5% | -0.8% | -4.4% |
| 3M | -6.2% | -7.6% | +1.4% | -5.0% |
| 6M | +20.4% | -10.6% | +31.0% | +22.5% |
| YTD | +30.6% | -12.6% | +43.2% | +32.4% |
| 1Y | +37.4% | -27.0% | +64.3% | +45.3% |
| 3Y | +66.1% | -31.5% | +97.6% | +72.1% |
| 5Y | +73.7% | -3.8% | +77.5% | +59.0% |
| 10Y | +99.8% | +183.9% | -84.1% | +34.8% |
| All | +99.8% | +182.5% | -82.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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