+100.8%
HST vs BROS
+8.6%
+92.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.8% | +4.6% |
| 7D | +0.6% | -19.0% | +19.6% | +3.8% |
| 30D | +14.5% | -7.3% | +21.7% | +15.6% |
| 3M | +15.4% | -31.2% | +46.6% | +22.0% |
| 6M | +22.0% | -33.0% | +55.0% | +28.9% |
| YTD | +54.9% | -42.4% | +97.2% | +66.3% |
| 1Y | +54.0% | -37.7% | +91.7% | +63.2% |
| 3Y | +90.4% | +28.2% | +62.3% | +73.5% |
| 5Y | +84.2% | -43.4% | +127.6% | +74.4% |
| All | +100.8% | +8.6% | +92.2% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling