+87.5%
HST vs BTG
+82.1%
+5.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +3.6% | -9.1% | +12.6% | +4.2% |
| 30D | +11.2% | -1.6% | +12.8% | +11.2% |
| 3M | +13.1% | -2.8% | +15.9% | +13.0% |
| 6M | +23.9% | -7.6% | +31.5% | +23.9% |
| YTD | +52.3% | +10.2% | +42.1% | +50.0% |
| 1Y | +56.7% | +21.3% | +35.4% | +53.5% |
| 3Y | +87.5% | +82.7% | +4.8% | +76.4% |
| All | +87.5% | +82.1% | +5.4% | +76.4% |
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