+15.0%
HST vs BBWI
-15.2%
+30.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -12.3% | -5.2% | -7.1% | -11.6% |
| 3M | -6.4% | +11.1% | -17.5% | -7.7% |
| 6M | +15.0% | -13.4% | +28.4% | +16.9% |
| All | +15.0% | -15.2% | +30.2% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling