-23.1%
BA vs HST
+70.3%
-93.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.1% | +0.3% |
| 7D | -0.1% | -4.2% | +4.1% | +2.0% |
| 30D | -9.1% | +9.6% | -18.7% | -13.4% |
| 3M | -28.2% | -1.1% | -27.1% | -28.0% |
| 6M | -23.1% | +21.1% | -44.2% | -30.9% |
| YTD | -20.6% | +47.1% | -67.6% | -35.7% |
| 1Y | -12.7% | +64.0% | -76.7% | -33.7% |
| 3Y | -11.6% | +77.1% | -88.7% | -38.1% |
| 5Y | -23.1% | +71.8% | -94.9% | -47.1% |
| All | -23.1% | +70.3% | -93.4% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling