+107.0%
HST vs BB
+2.1%
+104.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.3% | +1.8% | -2.2% | -0.6% |
| 30D | -2.8% | -12.2% | +9.5% | -1.0% |
| 3M | -6.5% | -12.3% | +5.9% | -5.8% |
| 6M | +20.7% | +122.7% | -102.0% | +3.5% |
| YTD | +30.5% | +104.5% | -74.0% | +13.4% |
| 1Y | +36.8% | +106.7% | -69.9% | +17.8% |
| 3Y | +65.9% | +70.0% | -4.1% | +40.5% |
| 5Y | +73.9% | -27.8% | +101.7% | +61.7% |
| 10Y | +107.0% | +2.4% | +104.7% | +38.3% |
| All | +107.0% | +2.1% | +104.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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