+108.1%
HST vs BG
+171.4%
-63.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +0.7% | +3.7% | -3.0% | -0.7% |
| 30D | -0.7% | +12.3% | -13.0% | -5.0% |
| 3M | -4.0% | -2.2% | -1.8% | -4.0% |
| 6M | +20.7% | +5.3% | +15.4% | +16.6% |
| YTD | +31.0% | +42.4% | -11.4% | +12.1% |
| 1Y | +36.2% | +55.2% | -19.0% | +11.9% |
| 3Y | +66.6% | +21.0% | +45.7% | +48.1% |
| 5Y | +75.8% | +87.1% | -11.4% | +24.1% |
| All | +108.1% | +171.4% | -63.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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