+35.7%
HST vs BRKR
+100.6%
-64.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -12.3% | +11.5% | -23.7% | -13.1% |
| 3M | -6.4% | -2.4% | -4.0% | -6.8% |
| 6M | +15.0% | +52.3% | -37.3% | +7.2% |
| YTD | +30.5% | +24.5% | +6.0% | +23.4% |
| 1Y | +35.7% | +97.3% | -61.7% | +26.0% |
| All | +35.7% | +100.6% | -64.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling