+108.1%
HST vs BTG
+158.3%
-50.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +0.7% | -5.5% | +6.1% | +1.0% |
| 30D | -0.7% | +6.1% | -6.8% | -1.0% |
| 3M | -4.0% | +38.6% | -42.7% | -5.9% |
| 6M | +20.7% | +0.7% | +20.0% | +20.1% |
| YTD | +31.0% | +20.3% | +10.7% | +28.9% |
| 1Y | +36.2% | +25.0% | +11.2% | +33.4% |
| 3Y | +66.6% | +97.3% | -30.7% | +57.8% |
| 5Y | +75.8% | +78.3% | -2.5% | +66.9% |
| All | +108.1% | +158.3% | -50.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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