+31.8%
BA vs HST
+142.8%
-111.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.1% | -2.7% | +3.8% | +2.8% |
| 30D | -7.9% | +10.7% | -18.6% | -14.0% |
| 3M | -25.3% | +6.3% | -31.6% | -28.5% |
| 6M | -24.6% | +19.0% | -43.6% | -33.3% |
| YTD | -20.1% | +47.0% | -67.2% | -38.9% |
| 1Y | -11.8% | +53.4% | -65.2% | -34.6% |
| 3Y | -10.1% | +78.0% | -88.1% | -42.1% |
| 5Y | -22.7% | +71.7% | -94.4% | -51.4% |
| All | +31.8% | +142.8% | -111.1% | -34.8% |
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