+1,330.6%
HST vs BBWI
+1,034.6%
+296.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.6% |
| 30D | -12.3% | -5.2% | -7.1% | -11.2% |
| 3M | -6.4% | +11.1% | -17.5% | -10.9% |
| 6M | +15.0% | -13.4% | +28.4% | +17.0% |
| YTD | +30.5% | +0.1% | +30.4% | +25.5% |
| 1Y | +35.7% | -36.1% | +71.8% | +48.2% |
| 3Y | +68.4% | -44.1% | +112.5% | +81.5% |
| 5Y | +73.1% | -66.2% | +139.4% | +108.8% |
| 10Y | +92.7% | -54.8% | +147.5% | +64.6% |
| All | +1,330.6% | +1,034.6% | +296.0% | +193.1% |
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