+394.3%
HST vs BUD
+201.1%
+193.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -12.3% | -5.7% | -6.6% | -9.4% |
| 3M | -6.4% | +3.1% | -9.5% | -8.3% |
| 6M | +15.0% | +7.9% | +7.1% | +9.2% |
| YTD | +30.5% | +27.3% | +3.2% | +12.2% |
| 1Y | +35.7% | +37.8% | -2.1% | +11.2% |
| 3Y | +68.4% | +49.8% | +18.5% | +26.2% |
| 5Y | +73.1% | +43.8% | +29.3% | +29.9% |
| 10Y | +92.7% | -22.6% | +115.4% | +89.5% |
| All | +394.3% | +201.1% | +193.2% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling