+330.7%
HST vs BG
+954.5%
-623.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.7% |
| 7D | +3.6% | +2.6% | +1.0% | +2.5% |
| 30D | +11.2% | -6.7% | +17.9% | +13.9% |
| 3M | +13.1% | -9.3% | +22.4% | +16.5% |
| 6M | +23.9% | -18.3% | +42.3% | +31.8% |
| YTD | +52.3% | +16.2% | +36.1% | +39.6% |
| 1Y | +56.7% | +7.6% | +49.1% | +48.1% |
| 3Y | +87.5% | +6.6% | +81.0% | +73.1% |
| 5Y | +82.8% | +22.2% | +60.6% | +54.7% |
| 10Y | +134.6% | +112.0% | +22.6% | +48.2% |
| All | +330.7% | +954.5% | -623.8% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling