+71.7%
HST vs BBWI
-66.0%
+137.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | -12.3% | -5.2% | -7.1% | -11.4% |
| 3M | -6.4% | +11.1% | -17.5% | -9.6% |
| 6M | +15.0% | -13.4% | +28.4% | +16.9% |
| YTD | +30.5% | +0.1% | +30.4% | +27.2% |
| 1Y | +35.7% | -36.1% | +71.8% | +47.3% |
| 3Y | +68.4% | -44.1% | +112.5% | +80.3% |
| All | +71.7% | -66.0% | +137.7% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling