+69.6%
HST vs BAX
-31.1%
+100.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -12.3% | -5.5% | -6.8% | -11.0% |
| 3M | -6.4% | +33.5% | -39.9% | -14.2% |
| 6M | +15.0% | +35.9% | -20.8% | +4.4% |
| YTD | +30.5% | +35.4% | -4.8% | +17.4% |
| 1Y | +35.7% | +9.8% | +25.9% | +29.0% |
| All | +69.6% | -31.1% | +100.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling