+69.3%
HST vs BROS
+43.3%
+25.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.0% | -6.7% | +5.6% | 0.0% |
| 30D | -12.3% | -29.1% | +16.8% | -7.5% |
| 3M | -6.4% | -16.7% | +10.3% | -4.1% |
| 6M | +15.0% | -11.6% | +26.6% | +16.2% |
| YTD | +30.5% | -23.9% | +54.4% | +34.6% |
| 1Y | +35.7% | -34.8% | +70.5% | +42.6% |
| 3Y | +68.4% | +62.1% | +6.3% | +48.1% |
| All | +69.3% | +43.3% | +25.9% | +54.0% |
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 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