+967.8%
HST vs HBM
+492.8%
+475.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +0.7% |
| 7D | -1.1% | +5.0% | -6.2% | -2.2% |
| 30D | +11.6% | -12.7% | +24.4% | +14.7% |
| 3M | +9.5% | -17.4% | +27.0% | +13.3% |
| 6M | +18.9% | -8.9% | +27.8% | +18.4% |
| YTD | +51.0% | +14.9% | +36.1% | +40.2% |
| 1Y | +53.0% | +41.4% | +11.6% | +35.2% |
| 3Y | +87.5% | +462.1% | -374.6% | +14.6% |
| 5Y | +76.7% | +224.0% | -147.3% | +16.2% |
| 10Y | +137.9% | +320.9% | -183.0% | +20.1% |
| All | +967.8% | +492.8% | +475.0% | +197.0% |
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