+66.1%
HST vs BWA
+72.9%
-6.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +2.0% | +4.3% | -2.3% | +0.8% |
| 30D | -5.2% | -2.9% | -2.3% | -4.6% |
| 3M | -6.2% | -12.4% | +6.2% | -2.9% |
| 6M | +20.4% | +28.6% | -8.1% | +10.1% |
| YTD | +30.6% | +48.2% | -17.6% | +10.9% |
| 1Y | +37.4% | +50.9% | -13.6% | +15.5% |
| 3Y | +66.1% | +72.2% | -6.0% | +27.0% |
| All | +66.1% | +72.9% | -6.8% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling