+1,330.6%
HST vs BN
+15,251.3%
-13,920.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -1.0% | -2.5% | +1.4% | +0.4% |
| 30D | -12.3% | -9.5% | -2.8% | -7.1% |
| 3M | -6.4% | -10.4% | +4.0% | -0.5% |
| 6M | +15.0% | -6.4% | +21.4% | +18.4% |
| YTD | +30.5% | -11.9% | +42.4% | +38.5% |
| 1Y | +35.7% | -8.6% | +44.3% | +40.2% |
| 3Y | +68.4% | +77.6% | -9.2% | +13.5% |
| 5Y | +73.1% | +37.0% | +36.1% | +33.3% |
| 10Y | +92.7% | +266.4% | -173.7% | -18.2% |
| All | +1,330.6% | +15,251.3% | -13,920.7% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling