+107.2%
HST vs BHP
+531.8%
-424.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.7% |
| 30D | -2.8% | +4.0% | -6.8% | -4.6% |
| 3M | -6.5% | +11.3% | -17.7% | -11.5% |
| 6M | +20.7% | +29.3% | -8.6% | +5.3% |
| YTD | +30.5% | +59.2% | -28.8% | +2.3% |
| 1Y | +36.8% | +80.8% | -44.1% | +0.3% |
| 3Y | +65.9% | +88.0% | -22.1% | +16.4% |
| 5Y | +73.9% | +126.6% | -52.7% | +5.5% |
| All | +107.2% | +531.8% | -424.6% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling