+87.5%
HST vs BUD
+49.6%
+37.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +3.6% | +1.0% | +2.6% | +3.3% |
| 30D | +11.2% | +6.7% | +4.5% | +9.4% |
| 3M | +13.1% | +5.7% | +7.4% | +11.4% |
| 6M | +23.9% | +5.8% | +18.1% | +22.0% |
| YTD | +52.3% | +34.4% | +17.9% | +41.1% |
| 1Y | +56.7% | +33.3% | +23.4% | +45.3% |
| 3Y | +87.5% | +48.8% | +38.7% | +61.8% |
| All | +87.5% | +49.6% | +37.9% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling