+17.3%
BND vs HST
+143.2%
-125.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.1% |
| 30D | +1.3% | +14.5% | -13.2% | +1.1% |
| 3M | -0.7% | +15.4% | -16.1% | -0.9% |
| 6M | -1.6% | +22.0% | -23.6% | -1.9% |
| YTD | -1.0% | +54.9% | -55.9% | -1.5% |
| 1Y | -0.7% | +54.0% | -54.7% | -1.2% |
| 3Y | +14.1% | +90.4% | -76.4% | +13.2% |
| 5Y | -1.5% | +84.2% | -85.8% | -2.3% |
| 10Y | +17.3% | +144.6% | -127.3% | +15.5% |
| All | +17.3% | +143.2% | -125.9% | +15.5% |
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