+71.7%
HST vs BAH
-3.4%
+75.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -12.3% | +2.0% | -14.3% | -12.7% |
| 3M | -6.4% | -7.6% | +1.3% | -5.4% |
| 6M | +15.0% | -5.7% | +20.7% | +15.3% |
| YTD | +30.5% | -11.7% | +42.2% | +31.6% |
| 1Y | +35.7% | -27.4% | +63.0% | +42.0% |
| 3Y | +68.4% | -32.5% | +100.9% | +72.9% |
| All | +71.7% | -3.4% | +75.2% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling