+251.7%
BAC vs HAL
-18.5%
+270.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +2.0% | -7.9% | +9.9% | +4.9% |
| 30D | -6.9% | -2.1% | -4.9% | -6.5% |
| 3M | -19.6% | +0.4% | -20.0% | -20.1% |
| 6M | -0.5% | -19.2% | +18.8% | +6.1% |
| YTD | -6.6% | +14.4% | -21.0% | -13.2% |
| 1Y | -3.0% | +18.0% | -20.9% | -11.0% |
| 3Y | +97.3% | -9.7% | +107.0% | +93.0% |
| 5Y | +21.9% | +40.1% | -18.3% | -6.7% |
| 10Y | +251.7% | -19.1% | +270.8% | +142.6% |
| All | +251.7% | -18.5% | +270.2% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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