+193.1%
HST vs BAH
+1,077.1%
-884.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +13.4% | +18.0% | -4.6% | +8.3% |
| 3M | +16.7% | +11.4% | +5.3% | +12.9% |
| 6M | +24.0% | +17.7% | +6.3% | +17.3% |
| YTD | +54.0% | +5.4% | +48.6% | +48.3% |
| 1Y | +55.0% | +2.8% | +52.3% | +50.0% |
| 3Y | +89.3% | -26.7% | +116.0% | +95.1% |
| 5Y | +85.4% | +8.1% | +77.4% | +65.8% |
| 10Y | +137.1% | +202.5% | -65.4% | +47.5% |
| All | +193.1% | +1,077.1% | -884.0% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling