+73.9%
HST vs BTG
+75.0%
-1.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | -2.8% | +9.5% | -12.3% | -3.8% |
| 3M | -6.5% | +38.5% | -45.0% | -10.2% |
| 6M | +20.7% | +5.6% | +15.1% | +18.9% |
| YTD | +30.5% | +23.9% | +6.5% | +25.4% |
| 1Y | +36.8% | +32.1% | +4.6% | +29.3% |
| 3Y | +65.9% | +103.2% | -37.3% | +42.7% |
| 5Y | +73.9% | +79.7% | -5.8% | +54.5% |
| All | +73.9% | +75.0% | -1.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling