+122.6%
HST vs BWA
+94.6%
+28.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.6% | +7.3% | -3.7% | +0.2% |
| 30D | +9.9% | -15.8% | +25.7% | +18.6% |
| 3M | +12.9% | -25.7% | +38.7% | +28.4% |
| 6M | +22.9% | -19.6% | +42.5% | +32.8% |
| YTD | +52.4% | +14.1% | +38.3% | +34.6% |
| 1Y | +52.5% | +12.2% | +40.4% | +35.7% |
| 3Y | +87.4% | +63.8% | +23.6% | +32.6% |
| 5Y | +82.9% | +28.7% | +54.2% | +41.5% |
| All | +122.6% | +94.6% | +28.0% | +22.5% |
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