+69.6%
HST vs BB
+59.1%
+10.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -5.6% | +4.6% | -0.4% |
| 30D | -12.3% | -11.8% | -0.5% | -11.1% |
| 3M | -6.4% | -25.5% | +19.2% | -3.9% |
| 6M | +15.0% | +121.3% | -106.3% | +0.2% |
| YTD | +30.5% | +103.2% | -72.7% | +15.0% |
| 1Y | +35.7% | +102.6% | -67.0% | +18.5% |
| All | +69.6% | +59.1% | +10.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling