+237.7%
BAC vs HST
+143.2%
+94.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.1% |
| 7D | +2.1% | +0.6% | +1.5% | +1.7% |
| 30D | -6.7% | +14.5% | -21.2% | -13.1% |
| 3M | -20.2% | +15.4% | -35.6% | -26.1% |
| 6M | -0.2% | +22.0% | -22.2% | -10.7% |
| YTD | -6.4% | +54.9% | -61.2% | -26.2% |
| 1Y | -3.1% | +54.0% | -57.1% | -23.5% |
| 3Y | +96.7% | +90.4% | +6.3% | +36.3% |
| 5Y | +21.3% | +84.2% | -63.0% | -18.2% |
| 10Y | +237.7% | +144.6% | +93.1% | +68.4% |
| All | +237.7% | +143.2% | +94.5% | +68.4% |
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 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