-11.8%
BA vs HST
+57.3%
-69.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.1% | -2.7% | +3.8% | +2.0% |
| 30D | -7.9% | +10.7% | -18.6% | -10.7% |
| 3M | -25.3% | +6.3% | -31.6% | -26.7% |
| 6M | -24.6% | +19.0% | -43.6% | -29.0% |
| YTD | -20.1% | +47.0% | -67.2% | -29.1% |
| 1Y | -11.8% | +53.4% | -65.2% | -21.7% |
| All | -11.8% | +57.3% | -69.0% | -21.7% |
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