+90.7%
HST vs BROS
+3.9%
+86.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -2.7% | -21.2% | +18.5% | +0.9% |
| 30D | +10.7% | -11.6% | +22.3% | +12.6% |
| 3M | +6.3% | -36.7% | +42.9% | +13.8% |
| 6M | +19.0% | -42.8% | +61.8% | +28.7% |
| YTD | +47.0% | -44.8% | +91.9% | +59.0% |
| 1Y | +53.4% | -36.5% | +90.0% | +62.2% |
| 3Y | +78.0% | +27.0% | +51.0% | +62.4% |
| 5Y | +71.7% | -50.3% | +122.0% | +63.4% |
| All | +90.7% | +3.9% | +86.8% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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