+54.0%
HST vs HBM
+31.9%
+22.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.0% |
| 7D | +0.6% | +2.4% | -1.8% | +0.3% |
| 30D | +14.5% | -16.0% | +30.4% | +16.2% |
| 3M | +15.4% | -21.3% | +36.7% | +17.7% |
| 6M | +22.0% | -12.2% | +34.2% | +21.7% |
| YTD | +54.9% | +10.7% | +44.2% | +46.5% |
| 1Y | +54.0% | +30.3% | +23.7% | +39.7% |
| All | +54.0% | +31.9% | +22.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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