+1,511.7%
HST vs BN
+15,687.7%
-14,176.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -2.7% | +5.3% | -8.0% | -5.8% |
| 30D | +10.7% | +11.9% | -1.2% | +3.4% |
| 3M | +6.3% | -5.7% | +12.0% | +9.4% |
| 6M | +19.0% | -10.6% | +29.6% | +25.8% |
| YTD | +47.0% | -9.4% | +56.4% | +53.0% |
| 1Y | +53.4% | -8.8% | +62.2% | +58.7% |
| 3Y | +78.0% | +95.6% | -17.6% | +13.5% |
| 5Y | +71.7% | +30.2% | +41.5% | +36.2% |
| 10Y | +146.2% | +277.0% | -130.8% | +2.4% |
| All | +1,511.7% | +15,687.7% | -14,176.0% | +92.8% |
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 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