+148.4%
HST vs BAH
+886.2%
-737.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.2% |
| 30D | -12.3% | +2.0% | -14.3% | -12.9% |
| 3M | -6.4% | -7.6% | +1.3% | -5.0% |
| 6M | +15.0% | -5.7% | +20.7% | +15.3% |
| YTD | +30.5% | -11.7% | +42.2% | +32.2% |
| 1Y | +35.7% | -27.4% | +63.0% | +44.5% |
| 3Y | +68.4% | -32.5% | +100.9% | +76.8% |
| 5Y | +73.1% | -3.3% | +76.5% | +59.0% |
| 10Y | +92.7% | +186.0% | -93.3% | +21.0% |
| All | +148.4% | +886.2% | -737.8% | -9.4% |
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 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