-4.7%
BAC vs HST
+53.7%
-58.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.5% | +3.6% | -2.1% | 0.0% |
| 30D | -6.4% | +9.9% | -16.3% | -9.9% |
| 3M | -21.7% | +12.9% | -34.6% | -25.5% |
| 6M | +0.5% | +22.9% | -22.4% | -9.5% |
| YTD | -6.7% | +52.4% | -59.1% | -24.6% |
| 1Y | -4.7% | +52.5% | -57.2% | -23.1% |
| All | -4.7% | +53.7% | -58.4% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling