+17.5%
BND vs HST
+133.7%
-116.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.4% | +3.6% | -5.0% | -1.5% |
| 30D | +0.6% | +11.2% | -10.6% | +0.5% |
| 3M | -1.6% | +13.1% | -14.7% | -1.8% |
| 6M | -1.5% | +23.9% | -25.5% | -1.8% |
| YTD | -1.5% | +52.3% | -53.7% | -1.9% |
| 1Y | -1.1% | +56.7% | -57.7% | -1.6% |
| 3Y | +13.6% | +87.5% | -73.9% | +12.7% |
| 5Y | -1.8% | +82.8% | -84.6% | -2.6% |
| All | +17.5% | +133.7% | -116.3% | +15.0% |
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