+263.2%
BAC vs HST
+142.8%
+120.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.2% | -2.7% | +1.5% | +0.2% |
| 30D | -7.7% | +10.7% | -18.4% | -12.5% |
| 3M | -21.2% | +6.3% | -27.4% | -23.8% |
| 6M | -6.8% | +19.0% | -25.8% | -15.6% |
| YTD | -8.7% | +47.0% | -55.7% | -26.1% |
| 1Y | -5.3% | +53.4% | -58.7% | -25.2% |
| 3Y | +87.4% | +78.0% | +9.4% | +34.5% |
| 5Y | +18.9% | +71.7% | -52.8% | -16.8% |
| All | +263.2% | +142.8% | +120.4% | +85.7% |
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 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