+74.9%
BND vs HST
+94.3%
-19.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | +1.2% | +13.4% | -12.2% | +1.3% |
| 3M | -0.8% | +16.7% | -17.5% | -0.7% |
| 6M | -1.4% | +24.0% | -25.4% | -1.2% |
| YTD | -1.1% | +54.0% | -55.0% | -0.6% |
| 1Y | -1.0% | +55.0% | -56.0% | -0.6% |
| 3Y | +14.0% | +89.3% | -75.3% | +14.9% |
| 5Y | -1.4% | +85.4% | -86.8% | -0.5% |
| 10Y | +17.5% | +137.1% | -119.7% | +19.4% |
| All | +74.9% | +94.3% | -19.4% | +79.5% |
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 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