+73.5%
BA vs HST
+92.5%
-19.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | -11.6% | -12.3% | +0.6% | -4.1% |
| 3M | -2.4% | -6.4% | +4.0% | +1.3% |
| 6M | -6.6% | +15.0% | -21.6% | -15.5% |
| YTD | -2.2% | +30.5% | -32.8% | -18.9% |
| 1Y | -8.0% | +35.7% | -43.7% | -26.1% |
| 3Y | -5.0% | +68.4% | -73.4% | -36.8% |
| 5Y | -2.7% | +73.1% | -75.8% | -39.4% |
| All | +73.5% | +92.5% | -19.1% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling