+135.1%
BAC vs HAL
-0.7%
+135.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.4% |
| 30D | -0.4% | +17.0% | -17.4% | -4.0% |
| 3M | +16.9% | -9.7% | +26.6% | +19.5% |
| 6M | +26.6% | +8.6% | +18.0% | +22.7% |
| YTD | +15.8% | +33.0% | -17.2% | +5.6% |
| 1Y | +27.2% | +68.3% | -41.1% | +7.2% |
| All | +135.1% | -0.7% | +135.8% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling