+122.4%
HST vs BR
+277.7%
-155.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.1% |
| 30D | +11.2% | +14.4% | -3.2% | +4.4% |
| 3M | +13.1% | +12.4% | +0.7% | +6.8% |
| 6M | +23.9% | +35.4% | -11.5% | +6.0% |
| YTD | +52.3% | -12.2% | +64.5% | +59.7% |
| 1Y | +56.7% | -12.7% | +69.4% | +64.9% |
| 3Y | +87.5% | +14.3% | +73.2% | +68.6% |
| 5Y | +82.8% | +19.3% | +63.5% | +57.6% |
| All | +122.4% | +277.7% | -155.3% | +25.8% |
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