+87.5%
HST vs BR
+14.9%
+72.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +11.2% | +14.4% | -3.2% | +7.5% |
| 3M | +13.1% | +12.4% | +0.7% | +9.7% |
| 6M | +23.9% | +35.4% | -11.5% | +13.5% |
| YTD | +52.3% | -12.2% | +64.5% | +64.0% |
| 1Y | +56.7% | -12.7% | +69.4% | +69.3% |
| 3Y | +87.5% | +14.3% | +73.2% | +71.7% |
| All | +87.5% | +14.9% | +72.6% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling