+66.1%
HST vs BBWI
-44.4%
+110.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.8% |
| 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% | -7.8% |
| 6M | +20.4% | -7.2% | +27.6% | +20.4% |
| YTD | +30.6% | -3.0% | +33.7% | +28.7% |
| 1Y | +37.4% | -30.8% | +68.1% | +46.2% |
| 3Y | +66.1% | -43.4% | +109.5% | +81.6% |
| All | +66.1% | -44.4% | +110.6% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling