+456.8%
HST vs BUD
+214.6%
+242.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.8% |
| 7D | -2.7% | +4.5% | -7.1% | -5.2% |
| 30D | +10.7% | +12.5% | -1.8% | +3.2% |
| 3M | +6.3% | 0.0% | +6.3% | +5.5% |
| 6M | +19.0% | +3.8% | +15.2% | +15.3% |
| YTD | +47.0% | +33.1% | +14.0% | +22.6% |
| 1Y | +53.4% | +35.5% | +17.9% | +26.6% |
| 3Y | +78.0% | +49.4% | +28.6% | +33.5% |
| 5Y | +71.7% | +48.0% | +23.6% | +26.9% |
| 10Y | +146.2% | -8.6% | +154.8% | +117.4% |
| All | +456.8% | +214.6% | +242.2% | +71.0% |
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 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