+66.1%
HST vs HBM
+521.9%
-455.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.7% |
| 7D | +2.0% | +7.3% | -5.3% | +0.9% |
| 30D | -5.2% | +5.0% | -10.3% | -6.0% |
| 3M | -6.2% | +11.1% | -17.3% | -8.3% |
| 6M | +20.4% | +30.2% | -9.7% | +13.7% |
| YTD | +30.6% | +46.2% | -15.6% | +19.7% |
| 1Y | +37.4% | +120.0% | -82.6% | +16.3% |
| 3Y | +66.1% | +527.3% | -461.1% | +9.5% |
| All | +66.1% | +521.9% | -455.8% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling