+122.6%
HST vs BN
+297.2%
-174.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | +9.9% | +13.6% | -3.6% | +1.4% |
| 3M | +12.9% | -6.7% | +19.6% | +17.2% |
| 6M | +22.9% | -9.0% | +31.8% | +28.8% |
| YTD | +52.4% | -8.8% | +61.2% | +58.1% |
| 1Y | +52.5% | -10.6% | +63.2% | +59.9% |
| 3Y | +87.4% | +98.8% | -11.3% | +12.3% |
| 5Y | +82.9% | +33.6% | +49.3% | +39.6% |
| All | +122.6% | +297.2% | -174.6% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling