+55.0%
HST vs BTSG
+116.3%
-61.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | +4.0% | -5.3% | -1.7% |
| 30D | +13.4% | +15.3% | -1.9% | +11.7% |
| 3M | +16.7% | +25.4% | -8.7% | +13.7% |
| 6M | +24.0% | +31.9% | -7.9% | +17.8% |
| YTD | +54.0% | +93.9% | -40.0% | +33.7% |
| 1Y | +55.0% | +114.2% | -59.1% | +29.1% |
| All | +55.0% | +116.3% | -61.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling