+995.3%
HST vs HBM
+471.0%
+524.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.4% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | +14.5% | -16.0% | +30.4% | +18.5% |
| 3M | +15.4% | -21.3% | +36.7% | +20.6% |
| 6M | +22.0% | -12.2% | +34.2% | +22.4% |
| YTD | +54.9% | +10.7% | +44.2% | +45.0% |
| 1Y | +54.0% | +30.3% | +23.7% | +38.6% |
| 3Y | +90.4% | +432.2% | -341.8% | +17.8% |
| 5Y | +84.2% | +218.8% | -134.6% | +21.6% |
| 10Y | +144.6% | +281.4% | -136.7% | +26.5% |
| All | +995.3% | +471.0% | +524.3% | +207.0% |
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