+107.0%
HST vs BAX
-37.8%
+144.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | -0.3% | -5.1% | +4.8% | +1.2% |
| 30D | -2.8% | -12.2% | +9.4% | +1.0% |
| 3M | -6.5% | +21.8% | -28.3% | -12.7% |
| 6M | +20.7% | +36.3% | -15.6% | +8.3% |
| YTD | +30.5% | +27.8% | +2.6% | +18.3% |
| 1Y | +36.8% | -0.1% | +36.8% | +33.2% |
| 3Y | +65.9% | -33.3% | +99.2% | +79.3% |
| 5Y | +73.9% | -67.1% | +141.0% | +134.6% |
| 10Y | +107.0% | -36.9% | +144.0% | +174.4% |
| All | +107.0% | -37.8% | +144.8% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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