+67.5%
HST vs BN
+77.7%
-10.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -1.0% | -2.5% | +1.4% | +0.1% |
| 30D | -12.3% | -9.5% | -2.8% | -8.0% |
| 3M | -6.4% | -10.4% | +4.0% | -1.6% |
| 6M | +15.0% | -6.4% | +21.4% | +17.7% |
| YTD | +30.5% | -11.9% | +42.4% | +37.1% |
| 1Y | +35.7% | -8.6% | +44.3% | +39.1% |
| All | +67.5% | +77.7% | -10.1% | +19.9% |
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