+314.5%
HST vs BNS
+1,492.9%
-1,178.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.3% |
| 7D | -1.0% | +1.5% | -2.6% | -2.4% |
| 30D | -12.3% | +6.0% | -18.2% | -17.3% |
| 3M | -6.4% | +16.3% | -22.7% | -19.3% |
| 6M | +15.0% | +28.8% | -13.8% | -9.9% |
| YTD | +30.5% | +30.0% | +0.5% | +1.2% |
| 1Y | +35.7% | +50.7% | -15.0% | -8.4% |
| 3Y | +68.4% | +125.4% | -57.0% | -23.3% |
| 5Y | +73.1% | +94.2% | -21.1% | -10.5% |
| 10Y | +92.7% | +182.8% | -90.1% | -32.2% |
| All | +314.5% | +1,492.9% | -1,178.4% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling