+66.1%
HST vs BNS
+130.3%
-64.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +2.0% | +1.8% | +0.2% | +0.9% |
| 30D | -5.2% | +4.5% | -9.7% | -7.8% |
| 3M | -6.2% | +15.8% | -22.0% | -14.5% |
| 6M | +20.4% | +31.5% | -11.0% | +1.3% |
| YTD | +30.6% | +28.6% | +2.0% | +11.3% |
| 1Y | +37.4% | +48.2% | -10.8% | +7.0% |
| 3Y | +66.1% | +130.8% | -64.7% | -4.2% |
| All | +66.1% | +130.3% | -64.2% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling