+75.6%
HST vs BWA
+17.4%
+58.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +3.3% | -9.9% | +13.2% | +4.8% |
| 30D | +16.4% | -16.4% | +32.7% | +19.3% |
| 3M | +5.5% | -19.8% | +25.3% | +8.6% |
| 6M | +31.1% | -10.0% | +41.1% | +32.1% |
| YTD | +55.9% | +12.7% | +43.2% | +40.5% |
| 1Y | +75.6% | +15.7% | +60.0% | +56.0% |
| All | +75.6% | +17.4% | +58.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling