+107.0%
HST vs BEN
+53.7%
+53.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | -0.3% | +3.4% | -3.7% | -2.1% |
| 30D | -2.8% | +1.8% | -4.6% | -3.8% |
| 3M | -6.5% | +8.4% | -14.9% | -10.7% |
| 6M | +20.7% | +35.6% | -14.9% | +1.8% |
| YTD | +30.5% | +46.4% | -15.9% | +5.5% |
| 1Y | +36.8% | +46.3% | -9.6% | +10.2% |
| 3Y | +65.9% | +54.6% | +11.3% | +26.0% |
| 5Y | +73.9% | +39.4% | +34.5% | +35.8% |
| 10Y | +107.0% | +57.6% | +49.5% | +34.9% |
| All | +107.0% | +53.7% | +53.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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