+269.1%
HST vs BG
+1,131.5%
-862.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.7% |
| 7D | -1.0% | +2.8% | -3.8% | -2.2% |
| 30D | -12.3% | +12.0% | -24.3% | -16.4% |
| 3M | -6.4% | -7.7% | +1.3% | -4.3% |
| 6M | +15.0% | +4.5% | +10.5% | +11.1% |
| YTD | +30.5% | +35.7% | -5.2% | +13.3% |
| 1Y | +35.7% | +50.1% | -14.4% | +12.3% |
| 3Y | +68.4% | +12.6% | +55.8% | +53.0% |
| 5Y | +73.1% | +75.4% | -2.3% | +27.2% |
| 10Y | +92.7% | +150.5% | -57.7% | +14.3% |
| All | +269.1% | +1,131.5% | -862.3% | +68.1% |
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