+97.9%
BAC vs HAL
-5.8%
+103.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | +3.2% | +6.1% | -2.9% | +1.9% |
| 30D | -0.7% | +2.9% | -3.6% | -1.5% |
| 3M | -20.0% | +3.3% | -23.3% | -20.8% |
| 6M | +3.4% | -16.9% | +20.3% | +7.5% |
| YTD | -5.7% | +21.2% | -26.9% | -12.5% |
| 1Y | -1.4% | +27.5% | -29.0% | -10.0% |
| 3Y | +97.9% | -6.4% | +104.4% | +95.0% |
| All | +97.9% | -5.8% | +103.7% | +95.0% |
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