+89.0%
HST vs BBAI
-79.3%
+168.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.0% | +9.0% | -0.8% |
| 7D | +3.6% | -6.8% | +10.4% | +3.7% |
| 30D | +9.9% | -13.4% | +23.3% | +10.1% |
| 3M | +12.9% | -36.5% | +49.4% | +13.7% |
| 6M | +22.9% | -50.6% | +73.5% | +24.0% |
| YTD | +52.4% | -61.7% | +114.1% | +54.2% |
| 1Y | +52.5% | -71.1% | +123.7% | +54.8% |
| 3Y | +87.4% | +32.7% | +54.7% | +83.5% |
| 5Y | +82.9% | -79.2% | +162.2% | +68.9% |
| All | +89.0% | -79.3% | +168.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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