+15.7%
BND vs HST
+101.1%
-85.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -0.2% | -2.8% | +2.5% | -0.2% |
| 3M | -0.7% | -6.5% | +5.8% | -0.6% |
| 6M | -1.7% | +20.7% | -22.4% | -1.9% |
| YTD | -0.5% | +30.5% | -31.0% | -0.8% |
| 1Y | +0.4% | +36.8% | -36.4% | 0.0% |
| 3Y | +13.1% | +65.9% | -52.7% | +12.5% |
| 5Y | -2.1% | +73.9% | -76.0% | -2.7% |
| 10Y | +15.7% | +107.0% | -91.3% | +13.7% |
| All | +15.7% | +101.1% | -85.4% | +13.7% |
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