+78.0%
HST vs BN
+90.6%
-12.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.7% | +5.3% | -8.0% | -5.2% |
| 30D | +10.7% | +11.9% | -1.2% | +4.8% |
| 3M | +6.3% | -5.7% | +12.0% | +9.0% |
| 6M | +19.0% | -10.6% | +29.6% | +24.8% |
| YTD | +47.0% | -9.4% | +56.4% | +52.1% |
| 1Y | +53.4% | -8.8% | +62.2% | +57.9% |
| 3Y | +78.0% | +95.6% | -17.6% | +23.1% |
| All | +78.0% | +90.6% | -12.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling