+73.9%
HST vs BHP
+126.1%
-52.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | -2.8% | +4.0% | -6.8% | -4.2% |
| 3M | -6.5% | +11.3% | -17.7% | -10.4% |
| 6M | +20.7% | +29.3% | -8.6% | +8.4% |
| YTD | +30.5% | +59.2% | -28.8% | +7.4% |
| 1Y | +36.8% | +80.8% | -44.1% | +6.6% |
| 3Y | +65.9% | +88.0% | -22.1% | +24.4% |
| 5Y | +73.9% | +126.6% | -52.7% | +17.3% |
| All | +73.9% | +126.1% | -52.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling