+18.0%
BAC vs HAL
+41.5%
-23.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -12.0% | +10.8% | +1.9% |
| 30D | -7.7% | +0.3% | -7.9% | -7.9% |
| 3M | -21.2% | -1.6% | -19.5% | -21.1% |
| 6M | -6.8% | -20.5% | +13.6% | -2.1% |
| YTD | -8.7% | +14.2% | -22.9% | -13.6% |
| 1Y | -5.3% | +18.9% | -24.1% | -11.4% |
| 3Y | +87.4% | -13.7% | +101.2% | +86.2% |
| All | +18.0% | +41.5% | -23.5% | -7.0% |
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 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