+108.1%
HST vs BHP
+498.2%
-390.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.9% |
| 7D | +0.7% | -3.7% | +4.4% | +2.3% |
| 30D | -0.7% | -0.8% | +0.2% | -0.5% |
| 3M | -4.0% | +7.6% | -11.6% | -7.9% |
| 6M | +20.7% | +20.8% | -0.1% | +8.6% |
| YTD | +31.0% | +50.8% | -19.7% | +5.2% |
| 1Y | +36.2% | +70.9% | -34.7% | +2.4% |
| 3Y | +66.6% | +78.0% | -11.4% | +19.8% |
| 5Y | +75.8% | +113.1% | -37.3% | +9.7% |
| All | +108.1% | +498.2% | -390.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BHP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling