+54.0%
HST vs BN
-7.9%
+61.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.1% |
| 7D | +0.6% | +4.3% | -3.7% | -1.0% |
| 30D | +14.5% | +14.3% | +0.2% | +8.7% |
| 3M | +15.4% | -4.1% | +19.5% | +17.0% |
| 6M | +22.0% | -9.7% | +31.6% | +26.5% |
| YTD | +54.9% | -7.1% | +62.0% | +56.4% |
| 1Y | +54.0% | -7.4% | +61.4% | +55.3% |
| All | +54.0% | -7.9% | +61.9% | +55.3% |
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