+87.5%
HST vs HBM
+424.7%
-337.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +1.4% |
| 7D | -1.1% | +5.0% | -6.2% | -1.8% |
| 30D | +11.6% | -12.7% | +24.4% | +13.5% |
| 3M | +9.5% | -17.4% | +27.0% | +11.9% |
| 6M | +18.9% | -8.9% | +27.8% | +18.5% |
| YTD | +51.0% | +14.9% | +36.1% | +42.8% |
| 1Y | +53.0% | +41.4% | +11.6% | +39.4% |
| 3Y | +87.5% | +462.1% | -374.6% | +28.0% |
| All | +87.5% | +424.7% | -337.2% | +28.0% |
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