+66.1%
HST vs BROS
+64.7%
+1.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | -5.2% | -13.5% | +8.2% | -3.1% |
| 3M | -6.2% | -18.4% | +12.2% | -3.5% |
| 6M | +20.4% | -10.6% | +31.0% | +21.5% |
| YTD | +30.6% | -25.1% | +55.7% | +35.0% |
| 1Y | +37.4% | -28.6% | +66.0% | +42.3% |
| 3Y | +66.1% | +65.6% | +0.5% | +50.3% |
| All | +66.1% | +64.7% | +1.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling