+108.1%
HST vs BR
+190.5%
-82.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +0.7% | -6.0% | +6.6% | +3.4% |
| 30D | -0.7% | -0.9% | +0.2% | -0.5% |
| 3M | -4.0% | +16.4% | -20.4% | -11.4% |
| 6M | +20.7% | -8.2% | +28.9% | +24.1% |
| YTD | +31.0% | -23.2% | +54.3% | +46.3% |
| 1Y | +36.2% | -30.9% | +67.2% | +60.4% |
| 3Y | +66.6% | -5.0% | +71.6% | +64.1% |
| 5Y | +75.8% | +8.8% | +67.0% | +57.8% |
| All | +108.1% | +190.5% | -82.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling