+73.9%
HST vs BG
+84.9%
-11.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -2.8% | +10.3% | -13.1% | -5.3% |
| 3M | -6.5% | -1.9% | -4.6% | -6.4% |
| 6M | +20.7% | +5.2% | +15.5% | +17.9% |
| YTD | +30.5% | +41.2% | -10.7% | +16.2% |
| 1Y | +36.8% | +50.5% | -13.7% | +18.9% |
| 3Y | +65.9% | +19.9% | +46.0% | +52.1% |
| 5Y | +73.9% | +86.7% | -12.8% | +32.8% |
| All | +73.9% | +84.9% | -11.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling