+56.7%
HST vs BN
-11.7%
+68.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | +11.2% | +14.0% | -2.8% | +5.8% |
| 3M | +13.1% | -9.0% | +22.1% | +17.0% |
| 6M | +23.9% | -8.8% | +32.7% | +27.7% |
| YTD | +52.3% | -10.3% | +62.5% | +55.7% |
| 1Y | +56.7% | -5.8% | +62.5% | +56.8% |
| All | +56.7% | -11.7% | +68.3% | +56.8% |
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