+35.7%
HST vs BNS
+52.2%
-16.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.8% |
| 7D | -1.0% | +1.5% | -2.6% | -1.7% |
| 30D | -12.3% | +6.0% | -18.2% | -14.6% |
| 3M | -6.4% | +16.3% | -22.7% | -14.1% |
| 6M | +15.0% | +28.8% | -13.8% | -1.6% |
| YTD | +30.5% | +30.0% | +0.5% | +11.1% |
| 1Y | +35.7% | +50.7% | -15.0% | +4.4% |
| All | +35.7% | +52.2% | -16.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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