+1,072.4%
BAC vs HST
+1,512.4%
-440.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.7% | +2.0% | -0.8% |
| 7D | -2.7% | -4.2% | +1.5% | -0.6% |
| 30D | -8.0% | +9.6% | -17.6% | -12.2% |
| 3M | -20.9% | -1.1% | -19.8% | -20.8% |
| 6M | -5.4% | +21.1% | -26.4% | -14.5% |
| YTD | -8.1% | +47.1% | -55.2% | -24.7% |
| 1Y | -3.1% | +64.0% | -67.1% | -25.0% |
| 3Y | +88.1% | +77.1% | +11.0% | +38.1% |
| 5Y | +19.7% | +71.8% | -52.0% | -14.1% |
| 10Y | +275.9% | +146.3% | +129.6% | +111.4% |
| All | +1,072.4% | +1,512.4% | -440.0% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling