+30.7%
HST vs BTSG
+416.6%
-385.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.8% |
| 30D | -2.8% | +0.9% | -3.7% | -3.0% |
| 3M | -6.5% | +1.6% | -8.1% | -7.5% |
| 6M | +20.7% | +46.8% | -26.1% | +11.3% |
| YTD | +30.5% | +65.5% | -35.1% | +17.5% |
| 1Y | +36.8% | +136.2% | -99.5% | +15.4% |
| All | +30.7% | +416.6% | -385.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling