+65.0%
HST vs BDX
-9.0%
+73.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -0.3% | -3.6% | +3.2% | +0.6% |
| 30D | -2.8% | +0.7% | -3.5% | -3.0% |
| 3M | -6.5% | +19.0% | -25.4% | -11.2% |
| 6M | +20.7% | +10.8% | +9.9% | +17.0% |
| YTD | +30.5% | +20.1% | +10.3% | +23.2% |
| 1Y | +36.8% | +23.1% | +13.7% | +28.2% |
| All | +65.0% | -9.0% | +73.9% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling