+75.6%
HST vs BN
-3.9%
+79.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | -0.9% |
| 7D | +3.3% | +12.0% | -8.7% | -1.0% |
| 30D | +16.4% | +17.0% | -0.7% | +9.6% |
| 3M | +5.5% | -3.2% | +8.7% | +6.6% |
| 6M | +31.1% | -3.9% | +35.0% | +32.6% |
| YTD | +55.9% | -5.6% | +61.5% | +56.9% |
| 1Y | +75.6% | -4.7% | +80.4% | +75.5% |
| All | +75.6% | -3.9% | +79.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling