+108.1%
HST vs BBY
+242.2%
-134.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | -0.7% | +5.8% | -6.4% | -2.8% |
| 3M | -4.0% | +18.0% | -22.0% | -9.5% |
| 6M | +20.7% | +39.8% | -19.2% | +6.3% |
| YTD | +31.0% | +35.4% | -4.4% | +16.3% |
| 1Y | +36.2% | +21.4% | +14.8% | +25.0% |
| 3Y | +66.6% | +39.5% | +27.1% | +41.2% |
| 5Y | +75.8% | -0.5% | +76.3% | +60.5% |
| All | +108.1% | +242.2% | -134.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling