+94.9%
HST vs BIYA
-99.9%
+194.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +3.6% | +10.0% | -6.4% | +3.5% |
| 30D | +9.9% | -17.7% | +27.6% | +10.1% |
| 3M | +12.9% | -55.0% | +68.0% | +13.6% |
| 6M | +22.9% | -85.1% | +108.0% | +22.6% |
| YTD | +52.4% | -96.9% | +149.3% | +55.6% |
| 1Y | +52.5% | -98.5% | +151.0% | +59.9% |
| All | +94.9% | -99.9% | +194.8% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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