-10.6%
BA vs HST
+76.4%
-87.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +5.9% | +3.3% | +2.6% | +5.0% |
| 30D | -8.2% | +16.4% | -24.5% | -11.9% |
| 3M | -25.4% | +5.5% | -30.8% | -26.5% |
| 6M | -20.0% | +31.1% | -51.2% | -26.1% |
| YTD | -18.5% | +55.9% | -74.4% | -27.0% |
| 1Y | -10.6% | +75.6% | -86.2% | -20.2% |
| All | -10.6% | +76.4% | -87.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling