+99.8%
HST vs BUD
-23.5%
+123.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.0% | +0.8% | +1.2% | +1.6% |
| 30D | -5.2% | -4.8% | -0.4% | -2.9% |
| 3M | -6.2% | +1.4% | -7.6% | -7.2% |
| 6M | +20.4% | +9.9% | +10.6% | +13.8% |
| YTD | +30.6% | +26.3% | +4.3% | +14.1% |
| 1Y | +37.4% | +36.1% | +1.2% | +15.0% |
| 3Y | +66.1% | +48.6% | +17.5% | +27.7% |
| 5Y | +73.7% | +45.0% | +28.7% | +32.3% |
| 10Y | +99.8% | -23.1% | +122.9% | +57.7% |
| All | +99.8% | -23.5% | +123.3% | +57.7% |
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