+397.7%
BAC vs HAL
+3.0%
+394.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | +0.6% | -1.3% | +2.0% | +1.1% |
| 30D | -1.4% | +10.9% | -12.2% | -5.1% |
| 3M | +15.7% | -5.8% | +21.6% | +17.4% |
| 6M | +32.2% | +8.1% | +24.1% | +26.6% |
| YTD | +15.8% | +33.2% | -17.4% | +2.3% |
| 1Y | +27.3% | +74.2% | -46.9% | +0.9% |
| 3Y | +137.5% | -3.7% | +141.1% | +127.6% |
| 5Y | +73.1% | +111.9% | -38.8% | +12.8% |
| 10Y | +397.7% | +7.4% | +390.4% | +214.4% |
| All | +397.7% | +3.0% | +394.7% | +214.4% |
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