+195.1%
HST vs BTG
+392.0%
-196.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -12.3% | +36.8% | -49.1% | -13.9% |
| 3M | -6.4% | +23.1% | -29.5% | -7.7% |
| 6M | +15.0% | +3.5% | +11.5% | +14.2% |
| YTD | +30.5% | +25.5% | +5.0% | +28.0% |
| 1Y | +35.7% | +40.1% | -4.4% | +32.0% |
| 3Y | +68.4% | +101.1% | -32.7% | +59.2% |
| 5Y | +73.1% | +70.6% | +2.5% | +64.1% |
| 10Y | +92.7% | +152.1% | -59.4% | +74.2% |
| All | +195.1% | +392.0% | -196.9% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling