+131.7%
HST vs BAX
-37.2%
+168.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -2.7% | +12.1% | -14.8% | -5.9% |
| 30D | +10.7% | +7.6% | +3.1% | +8.0% |
| 3M | +6.3% | -4.5% | +10.7% | +7.2% |
| 6M | +19.0% | +52.0% | -33.0% | +3.3% |
| YTD | +47.0% | +35.1% | +11.9% | +30.7% |
| 1Y | +53.4% | +43.7% | +9.7% | +33.6% |
| 3Y | +78.0% | -20.9% | +98.9% | +82.4% |
| 5Y | +71.7% | -63.5% | +135.2% | +123.7% |
| All | +131.7% | -37.2% | +168.8% | +233.7% |
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