+36.8%
HST vs BWA
+48.6%
-11.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -2.8% | -5.6% | +2.8% | -2.0% |
| 3M | -6.5% | -10.7% | +4.2% | -5.0% |
| 6M | +20.7% | +23.2% | -2.5% | +16.1% |
| YTD | +30.5% | +46.0% | -15.5% | +16.1% |
| 1Y | +36.8% | +51.2% | -14.4% | +19.7% |
| All | +36.8% | +48.6% | -11.9% | +19.7% |
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