+217.6%
BAC vs HST
+133.7%
+83.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.2% | +3.6% | -0.3% | +1.4% |
| 30D | -0.7% | +11.2% | -11.9% | -6.2% |
| 3M | -20.0% | +13.1% | -33.1% | -25.1% |
| 6M | +3.4% | +23.9% | -20.5% | -8.2% |
| YTD | -5.7% | +52.3% | -58.0% | -25.0% |
| 1Y | -1.4% | +56.7% | -58.1% | -22.9% |
| 3Y | +97.9% | +87.5% | +10.4% | +38.3% |
| 5Y | +22.9% | +82.8% | -59.9% | -16.7% |
| All | +217.6% | +133.7% | +83.9% | +70.0% |
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