+122.4%
HST vs BB
+21.8%
+100.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +3.6% | +1.8% | +1.7% | +3.3% |
| 30D | +11.2% | +8.1% | +3.1% | +9.5% |
| 3M | +13.1% | -1.0% | +14.1% | +12.4% |
| 6M | +23.9% | +45.9% | -22.0% | +13.9% |
| YTD | +52.3% | +134.8% | -82.5% | +28.9% |
| 1Y | +56.7% | +104.6% | -47.9% | +35.1% |
| 3Y | +87.5% | +152.8% | -65.3% | +49.1% |
| 5Y | +82.8% | -17.4% | +100.2% | +66.2% |
| All | +122.4% | +21.8% | +100.7% | +46.5% |
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