+1,587.7%
HST vs BHP
+7,168.9%
-5,581.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.1% |
| 7D | -1.3% | +2.4% | -3.7% | -2.4% |
| 30D | +13.4% | -5.4% | +18.7% | +16.0% |
| 3M | +16.7% | -6.9% | +23.6% | +19.9% |
| 6M | +24.0% | -4.3% | +28.3% | +24.5% |
| YTD | +54.0% | +41.6% | +12.3% | +27.2% |
| 1Y | +55.0% | +53.3% | +1.7% | +23.2% |
| 3Y | +89.3% | +58.4% | +31.0% | +44.8% |
| 5Y | +85.4% | +121.3% | -35.8% | +16.9% |
| 10Y | +137.1% | +349.0% | -211.8% | +2.4% |
| All | +1,587.7% | +7,168.9% | -5,581.2% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling