+1,330.6%
HST vs BDX
+5,351.6%
-4,021.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | -12.3% | +8.3% | -20.5% | -14.7% |
| 3M | -6.4% | +24.4% | -30.8% | -13.4% |
| 6M | +15.0% | +9.2% | +5.8% | +11.0% |
| YTD | +30.5% | +22.7% | +7.8% | +20.8% |
| 1Y | +35.7% | +25.9% | +9.8% | +24.4% |
| 3Y | +68.4% | -10.5% | +78.9% | +70.2% |
| 5Y | +73.1% | +1.9% | +71.2% | +65.7% |
| 10Y | +92.7% | +58.7% | +34.0% | +52.5% |
| All | +1,330.6% | +5,351.6% | -4,021.0% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling