+52.6%
HST vs BTSG
+495.4%
-442.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +3.6% | +8.5% | -4.9% | +2.3% |
| 30D | +9.9% | +14.0% | -4.1% | +7.7% |
| 3M | +12.9% | +19.7% | -6.8% | +9.6% |
| 6M | +22.9% | +28.7% | -5.9% | +16.6% |
| YTD | +52.4% | +90.8% | -38.4% | +34.1% |
| 1Y | +52.5% | +112.4% | -59.9% | +31.5% |
| All | +52.6% | +495.4% | -442.8% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling