+82.3%
HST vs BUD
+51.6%
+30.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +11.2% | +6.7% | +4.5% | +8.1% |
| 3M | +13.1% | +5.7% | +7.4% | +10.2% |
| 6M | +23.9% | +5.8% | +18.1% | +20.4% |
| YTD | +52.3% | +34.4% | +17.9% | +33.0% |
| 1Y | +56.7% | +33.3% | +23.4% | +37.2% |
| 3Y | +87.5% | +48.8% | +38.7% | +51.7% |
| All | +82.3% | +51.6% | +30.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling