+233.0%
BAC vs HST
+143.8%
+89.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | -7.2% | +13.4% | -20.5% | -13.1% |
| 3M | -20.4% | +16.7% | -37.1% | -26.7% |
| 6M | +1.3% | +24.0% | -22.7% | -10.1% |
| YTD | -6.4% | +54.0% | -60.4% | -26.0% |
| 1Y | -3.5% | +55.0% | -58.5% | -24.1% |
| 3Y | +96.7% | +89.3% | +7.4% | +36.7% |
| 5Y | +20.6% | +85.4% | -64.8% | -19.0% |
| 10Y | +233.0% | +137.1% | +95.9% | +67.9% |
| All | +233.0% | +143.8% | +89.2% | +67.9% |
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