+99.8%
HST vs BBWI
-56.0%
+155.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | +2.0% | +1.6% | +0.4% | +1.6% |
| 30D | -5.2% | -6.2% | +1.0% | -4.2% |
| 3M | -6.2% | +4.3% | -10.6% | -8.1% |
| 6M | +20.4% | -7.2% | +27.6% | +20.1% |
| YTD | +30.6% | -3.0% | +33.7% | +28.3% |
| 1Y | +37.4% | -30.8% | +68.1% | +44.5% |
| 3Y | +66.1% | -43.4% | +109.5% | +76.6% |
| 5Y | +73.7% | -66.7% | +140.4% | +102.4% |
| 10Y | +99.8% | -55.7% | +155.5% | +78.9% |
| All | +99.8% | -56.0% | +155.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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