+67.0%
HST vs BIYA
-99.8%
+166.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | +2.7% | -0.7% | +2.0% |
| 30D | -5.2% | -18.7% | +13.5% | -5.0% |
| 3M | -6.2% | -72.0% | +65.8% | -6.1% |
| 6M | +20.4% | -86.4% | +106.8% | +20.3% |
| YTD | +30.6% | -94.2% | +124.8% | +32.9% |
| 1Y | +37.4% | -98.4% | +135.8% | +44.3% |
| All | +67.0% | -99.8% | +166.8% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling