+1,512.5%
HST vs BWA
+3,492.4%
-1,979.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.1% |
| 7D | -1.0% | +5.7% | -6.7% | -3.8% |
| 30D | -12.3% | +1.4% | -13.7% | -13.2% |
| 3M | -6.4% | -12.1% | +5.7% | -1.2% |
| 6M | +15.0% | +28.6% | -13.6% | -1.1% |
| YTD | +30.5% | +51.1% | -20.6% | +0.7% |
| 1Y | +35.7% | +55.9% | -20.2% | +2.5% |
| 3Y | +68.4% | +70.1% | -1.8% | +16.9% |
| 5Y | +73.1% | +90.7% | -17.6% | +10.3% |
| 10Y | +92.7% | +154.0% | -61.2% | -3.1% |
| All | +1,512.5% | +3,492.4% | -1,979.9% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling