+823.1%
HST vs HBM
+613.3%
+209.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.0% | -6.4% | +5.3% | +0.4% |
| 30D | -12.3% | +5.9% | -18.2% | -13.6% |
| 3M | -6.4% | -8.9% | +2.5% | -5.8% |
| 6M | +15.0% | +10.7% | +4.3% | +9.6% |
| YTD | +30.5% | +38.3% | -7.8% | +17.1% |
| 1Y | +35.7% | +121.3% | -85.7% | +8.3% |
| 3Y | +68.4% | +450.6% | -382.2% | +3.9% |
| 5Y | +73.1% | +338.0% | -264.9% | +6.5% |
| 10Y | +92.7% | +578.6% | -485.9% | -13.2% |
| All | +823.1% | +613.3% | +209.7% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling