+72.9%
BAC vs HAL
+101.7%
-28.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -0.7% | +15.9% | -16.7% | -4.5% |
| 3M | +16.9% | -8.7% | +25.6% | +19.2% |
| 6M | +29.6% | +9.0% | +20.6% | +25.3% |
| YTD | +15.3% | +32.0% | -16.8% | +5.3% |
| 1Y | +28.8% | +72.5% | -43.6% | +8.3% |
| 3Y | +136.4% | -4.5% | +140.9% | +129.4% |
| 5Y | +72.9% | +109.7% | -36.8% | +13.8% |
| All | +72.9% | +101.7% | -28.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling