+73.7%
HST vs BAX
-67.0%
+140.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.8% | +1.1% |
| 7D | +2.0% | -2.4% | +4.4% | +2.6% |
| 30D | -5.2% | -9.7% | +4.5% | -2.8% |
| 3M | -6.2% | +29.3% | -35.5% | -13.2% |
| 6M | +20.4% | +40.7% | -20.2% | +8.6% |
| YTD | +30.6% | +30.3% | +0.4% | +19.3% |
| 1Y | +37.4% | +3.4% | +34.0% | +32.9% |
| 3Y | +66.1% | -32.0% | +98.1% | +76.6% |
| 5Y | +73.7% | -66.9% | +140.6% | +113.2% |
| All | +73.7% | -67.0% | +140.7% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling