+217.6%
BAC vs HBM
+281.1%
-63.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | -0.7% | -11.8% | +11.1% | +1.6% |
| 3M | -20.0% | -19.2% | -0.8% | -17.1% |
| 6M | +3.4% | -22.9% | +26.3% | +6.6% |
| YTD | -5.7% | +7.8% | -13.5% | -11.4% |
| 1Y | -1.4% | +34.9% | -36.4% | -11.9% |
| 3Y | +97.9% | +422.2% | -324.3% | +23.2% |
| 5Y | +22.9% | +192.8% | -169.9% | -17.6% |
| All | +217.6% | +281.1% | -63.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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