+99.8%
HST vs BN
+259.6%
-159.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.7% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | -5.2% | -10.9% | +5.7% | +1.5% |
| 3M | -6.2% | -11.1% | +4.8% | +0.3% |
| 6M | +20.4% | -4.4% | +24.8% | +22.4% |
| YTD | +30.6% | -14.1% | +44.8% | +41.1% |
| 1Y | +37.4% | -11.1% | +48.4% | +44.2% |
| 3Y | +66.1% | +75.6% | -9.4% | +7.8% |
| 5Y | +73.7% | +35.8% | +37.9% | +30.7% |
| 10Y | +99.8% | +261.6% | -161.8% | -7.5% |
| All | +99.8% | +259.6% | -159.8% | -7.5% |
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 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