+109.0%
HST vs BRKR
+155.3%
-46.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.9% | -8.7% | +9.5% | +3.5% |
| 30D | -2.5% | -9.9% | +7.4% | +0.3% |
| 3M | -5.1% | -3.1% | -2.0% | -6.4% |
| 6M | +21.6% | +45.5% | -23.9% | +3.3% |
| YTD | +31.6% | +13.7% | +17.9% | +20.3% |
| 1Y | +36.1% | +67.4% | -31.3% | +7.5% |
| 3Y | +66.5% | -13.2% | +79.7% | +56.3% |
| 5Y | +76.6% | -39.5% | +116.1% | +84.5% |
| All | +109.0% | +155.3% | -46.3% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling