+1,330.0%
HST vs BRO
+25,667.1%
-24,337.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | -0.3% | -7.6% | +7.3% | +2.0% |
| 30D | -2.8% | -6.9% | +4.1% | -0.8% |
| 3M | -6.5% | +12.8% | -19.3% | -10.3% |
| 6M | +20.7% | -5.9% | +26.6% | +21.6% |
| YTD | +30.5% | -15.9% | +46.3% | +35.5% |
| 1Y | +36.8% | -28.1% | +64.9% | +48.6% |
| 3Y | +65.9% | -7.0% | +72.9% | +65.0% |
| 5Y | +73.9% | +18.0% | +55.9% | +59.4% |
| 10Y | +107.0% | +293.9% | -186.9% | +36.1% |
| All | +1,330.0% | +25,667.1% | -24,337.1% | +731.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling