+131.7%
HST vs BAH
+213.8%
-82.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.0% |
| 7D | -2.7% | -3.5% | +0.9% | -1.9% |
| 30D | +10.7% | +24.3% | -13.6% | +5.2% |
| 3M | +6.3% | +16.3% | -10.1% | +2.2% |
| 6M | +19.0% | +13.6% | +5.4% | +14.4% |
| YTD | +47.0% | +3.5% | +43.5% | +43.0% |
| 1Y | +53.4% | +2.7% | +50.7% | +49.2% |
| 3Y | +78.0% | -26.6% | +104.6% | +82.7% |
| 5Y | +71.7% | +8.5% | +63.2% | +53.2% |
| All | +131.7% | +213.8% | -82.1% | +55.0% |
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