+36.2%
HST vs BHP
+71.4%
-35.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.5% |
| 7D | +0.7% | -3.7% | +4.4% | +1.4% |
| 30D | -0.7% | -0.8% | +0.2% | -0.6% |
| 3M | -4.0% | +7.6% | -11.6% | -5.6% |
| 6M | +20.7% | +20.8% | -0.1% | +14.4% |
| YTD | +31.0% | +50.8% | -19.7% | +18.7% |
| 1Y | +36.2% | +70.9% | -34.7% | +20.5% |
| All | +36.2% | +71.4% | -35.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling