+131.7%
HST vs BWA
+91.2%
+40.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.3% |
| 7D | -2.7% | -5.5% | +2.8% | -0.2% |
| 30D | +10.7% | -21.7% | +32.4% | +23.6% |
| 3M | +6.3% | -25.6% | +31.9% | +20.6% |
| 6M | +19.0% | -17.4% | +36.4% | +26.8% |
| YTD | +47.0% | +9.2% | +37.8% | +32.7% |
| 1Y | +53.4% | +9.7% | +43.7% | +37.9% |
| 3Y | +78.0% | +54.6% | +23.4% | +29.7% |
| 5Y | +71.7% | +26.8% | +44.9% | +33.7% |
| All | +131.7% | +91.2% | +40.5% | +36.5% |
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