+109.0%
HST vs BRO
+294.2%
-185.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.9% | -7.3% | +8.2% | +4.3% |
| 30D | -2.5% | -6.9% | +4.4% | +0.5% |
| 3M | -5.1% | +10.7% | -15.8% | -10.5% |
| 6M | +21.6% | -2.7% | +24.3% | +21.1% |
| YTD | +31.6% | -16.3% | +48.0% | +40.5% |
| 1Y | +36.1% | -29.1% | +65.2% | +57.5% |
| 3Y | +66.5% | -7.8% | +74.3% | +61.2% |
| 5Y | +76.6% | +18.7% | +57.8% | +41.0% |
| All | +109.0% | +294.2% | -185.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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