+73.9%
HST vs BR
+7.6%
+66.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.3% | -5.0% | +4.7% | +1.6% |
| 30D | -2.8% | -2.5% | -0.3% | -2.0% |
| 3M | -6.5% | +13.5% | -20.0% | -11.9% |
| 6M | +20.7% | -9.4% | +30.1% | +25.4% |
| YTD | +30.5% | -23.3% | +53.7% | +46.3% |
| 1Y | +36.8% | -31.6% | +68.4% | +62.8% |
| 3Y | +65.9% | -5.1% | +71.0% | +62.6% |
| 5Y | +73.9% | +8.2% | +65.7% | +48.0% |
| All | +73.9% | +7.6% | +66.3% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling