+30.8%
HST vs BTSG
+421.3%
-390.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.4% |
| 7D | +2.0% | +5.7% | -3.8% | +1.1% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | -6.2% | +5.6% | -11.9% | -7.8% |
| 6M | +20.4% | +50.8% | -30.3% | +10.5% |
| YTD | +30.6% | +67.0% | -36.4% | +17.5% |
| 1Y | +37.4% | +145.5% | -108.2% | +15.2% |
| All | +30.8% | +421.3% | -390.5% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling