+88.0%
HST vs BIYA
-99.9%
+187.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -2.7% | -10.5% | +7.8% | -2.6% |
| 30D | +10.7% | -51.7% | +62.4% | +11.4% |
| 3M | +6.3% | -60.8% | +67.0% | +7.0% |
| 6M | +19.0% | -90.6% | +109.6% | +19.7% |
| YTD | +47.0% | -97.1% | +144.2% | +50.3% |
| 1Y | +53.4% | -99.1% | +152.5% | +63.6% |
| All | +88.0% | -99.9% | +187.9% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling