+27.2%
BAC vs HST
+38.1%
-10.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -0.4% | -12.3% | +11.9% | +4.7% |
| 3M | +16.9% | -6.4% | +23.3% | +19.2% |
| 6M | +26.6% | +15.0% | +11.6% | +16.9% |
| YTD | +15.8% | +30.5% | -14.7% | +2.1% |
| 1Y | +27.2% | +35.7% | -8.5% | +10.4% |
| All | +27.2% | +38.1% | -10.9% | +10.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling