+65.0%
HST vs BTG
+99.9%
-34.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -2.8% | +9.5% | -12.3% | -3.4% |
| 3M | -6.5% | +38.5% | -45.0% | -8.6% |
| 6M | +20.7% | +5.6% | +15.1% | +19.6% |
| YTD | +30.5% | +23.9% | +6.5% | +27.7% |
| 1Y | +36.8% | +32.1% | +4.6% | +32.8% |
| All | +65.0% | +99.9% | -34.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling