+399.1%
BAC vs HST
+97.2%
+301.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | -0.4% | -12.3% | +11.9% | +6.3% |
| 3M | +16.9% | -6.4% | +23.3% | +20.4% |
| 6M | +26.6% | +15.0% | +11.6% | +16.8% |
| YTD | +15.8% | +30.5% | -14.7% | 0.0% |
| 1Y | +27.2% | +35.7% | -8.5% | +7.2% |
| 3Y | +132.4% | +68.4% | +64.0% | +72.0% |
| 5Y | +72.6% | +73.1% | -0.5% | +20.1% |
| All | +399.1% | +97.2% | +301.9% | +193.0% |
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