+1,511.7%
HST vs BBWI
+1,142.2%
+369.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +1.1% |
| 7D | -2.7% | -6.2% | +3.5% | -0.6% |
| 30D | +10.7% | +19.9% | -9.2% | +3.8% |
| 3M | +6.3% | +7.1% | -0.9% | +2.2% |
| 6M | +19.0% | +13.7% | +5.3% | +10.6% |
| YTD | +47.0% | +9.6% | +37.4% | +35.8% |
| 1Y | +53.4% | -1.6% | +55.1% | +44.0% |
| 3Y | +78.0% | -25.9% | +103.9% | +72.7% |
| 5Y | +71.7% | -67.8% | +139.5% | +109.6% |
| 10Y | +146.2% | -43.5% | +189.7% | +91.8% |
| All | +1,511.7% | +1,142.2% | +369.5% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling