+65.0%
HST vs BR
+1,321.0%
-1,256.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +2.6% |
| 7D | -1.0% | -5.3% | +4.2% | +2.6% |
| 30D | -12.3% | +6.4% | -18.7% | -16.3% |
| 3M | -6.4% | +13.6% | -20.0% | -15.7% |
| 6M | +15.0% | -6.7% | +21.7% | +17.2% |
| YTD | +30.5% | -21.1% | +51.6% | +48.2% |
| 1Y | +35.7% | -29.6% | +65.2% | +66.7% |
| 3Y | +68.4% | -2.4% | +70.8% | +59.6% |
| 5Y | +73.1% | +11.2% | +61.9% | +44.0% |
| 10Y | +92.7% | +191.8% | -99.0% | -32.7% |
| All | +65.0% | +1,321.0% | -1,256.0% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling