+99.8%
HST vs BWA
+142.9%
-43.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | +2.0% | +4.3% | -2.3% | 0.0% |
| 30D | -5.2% | -2.9% | -2.3% | -4.3% |
| 3M | -6.2% | -12.4% | +6.2% | -1.1% |
| 6M | +20.4% | +28.6% | -8.1% | +4.7% |
| YTD | +30.6% | +48.2% | -17.6% | +3.1% |
| 1Y | +37.4% | +50.9% | -13.6% | +7.0% |
| 3Y | +66.1% | +72.2% | -6.0% | +16.6% |
| 5Y | +73.7% | +91.1% | -17.3% | +11.7% |
| 10Y | +99.8% | +144.0% | -44.2% | +2.6% |
| All | +99.8% | +142.9% | -43.1% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling