+1,569.3%
HST vs BBY
+88,077.5%
-86,508.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +3.6% | +4.5% | -0.9% | +2.5% |
| 30D | +11.2% | +16.8% | -5.6% | +7.3% |
| 3M | +13.1% | +23.2% | -10.1% | +7.6% |
| 6M | +23.9% | +91.9% | -68.0% | +6.4% |
| YTD | +52.3% | +61.6% | -9.4% | +35.4% |
| 1Y | +56.7% | +43.9% | +12.8% | +42.8% |
| 3Y | +87.5% | +88.6% | -1.1% | +58.6% |
| 5Y | +82.8% | -3.1% | +85.9% | +75.3% |
| 10Y | +134.6% | +290.2% | -155.6% | +63.2% |
| All | +1,569.3% | +88,077.5% | -86,508.2% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling