+108.1%
HST vs BDX
+58.0%
+50.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.0% |
| 7D | +0.7% | -5.4% | +6.1% | +2.3% |
| 30D | -0.7% | -2.2% | +1.5% | -0.1% |
| 3M | -4.0% | +20.1% | -24.1% | -9.4% |
| 6M | +20.7% | +9.1% | +11.6% | +17.1% |
| YTD | +31.0% | +17.9% | +13.2% | +24.0% |
| 1Y | +36.2% | +22.1% | +14.2% | +27.4% |
| 3Y | +66.6% | -10.5% | +77.2% | +68.3% |
| 5Y | +75.8% | -2.6% | +78.4% | +71.1% |
| All | +108.1% | +58.0% | +50.1% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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