+66.1%
HST vs BR
-4.7%
+70.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | +2.0% | -5.9% | +7.9% | +3.6% |
| 30D | -5.2% | +1.9% | -7.1% | -5.9% |
| 3M | -6.2% | +14.7% | -20.9% | -10.3% |
| 6M | +20.4% | -12.8% | +33.2% | +27.2% |
| YTD | +30.6% | -23.0% | +53.7% | +46.2% |
| 1Y | +37.4% | -31.7% | +69.0% | +63.5% |
| 3Y | +66.1% | -4.8% | +70.9% | +56.0% |
| All | +66.1% | -4.7% | +70.8% | +56.0% |
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