+1,331.9%
HST vs BBY
+74,802.5%
-73,470.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.0% | +8.1% | -6.1% | +0.2% |
| 30D | -5.2% | +8.9% | -14.2% | -7.1% |
| 3M | -6.2% | +22.0% | -28.3% | -10.4% |
| 6M | +20.4% | +37.8% | -17.4% | +11.4% |
| YTD | +30.6% | +37.3% | -6.7% | +20.7% |
| 1Y | +37.4% | +21.6% | +15.8% | +30.0% |
| 3Y | +66.1% | +41.5% | +24.6% | +49.9% |
| 5Y | +73.7% | +1.2% | +72.5% | +65.7% |
| 10Y | +99.8% | +237.8% | -138.0% | +43.8% |
| All | +1,331.9% | +74,802.5% | -73,470.6% | +367.9% |
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