+389.7%
HST vs BRKR
+172.5%
+217.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.9% | -8.7% | +9.5% | +2.7% |
| 30D | -2.5% | -9.9% | +7.4% | -0.5% |
| 3M | -5.1% | -3.1% | -2.0% | -5.8% |
| 6M | +21.6% | +45.5% | -23.9% | +9.8% |
| YTD | +31.6% | +13.7% | +17.9% | +24.5% |
| 1Y | +36.1% | +67.4% | -31.3% | +17.9% |
| 3Y | +66.5% | -13.2% | +79.7% | +60.9% |
| 5Y | +76.6% | -39.5% | +116.1% | +81.1% |
| 10Y | +108.9% | +153.5% | -44.5% | +58.8% |
| All | +389.7% | +172.5% | +217.2% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling