+35.7%
HST vs BN
-6.5%
+42.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -1.0% | -2.5% | +1.4% | -0.1% |
| 30D | -12.3% | -9.5% | -2.8% | -9.0% |
| 3M | -6.4% | -10.4% | +4.0% | -2.6% |
| 6M | +15.0% | -6.4% | +21.4% | +16.6% |
| YTD | +30.5% | -11.9% | +42.4% | +34.7% |
| 1Y | +35.7% | -8.6% | +44.3% | +37.7% |
| All | +35.7% | -6.5% | +42.1% | +37.7% |
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