+122.6%
HST vs BUD
-3.2%
+125.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.6% | -1.6% | +5.2% | +4.5% |
| 30D | +9.9% | +6.7% | +3.3% | +5.9% |
| 3M | +12.9% | +5.9% | +7.1% | +9.0% |
| 6M | +22.9% | +5.1% | +17.8% | +18.6% |
| YTD | +52.4% | +32.9% | +19.5% | +28.7% |
| 1Y | +52.5% | +31.8% | +20.7% | +29.4% |
| 3Y | +87.4% | +47.4% | +40.1% | +44.3% |
| 5Y | +82.9% | +50.8% | +32.1% | +36.0% |
| All | +122.6% | -3.2% | +125.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling