+397.7%
BAC vs HBM
+625.8%
-228.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | +0.6% | +5.5% | -4.9% | -0.5% |
| 30D | -1.4% | +3.3% | -4.6% | -2.3% |
| 3M | +15.7% | +12.7% | +3.1% | +11.7% |
| 6M | +32.2% | +28.2% | +4.0% | +22.3% |
| YTD | +15.8% | +45.3% | -29.5% | +3.0% |
| 1Y | +27.3% | +121.7% | -94.4% | +2.2% |
| 3Y | +137.5% | +523.5% | -386.1% | +43.6% |
| 5Y | +73.1% | +393.9% | -320.9% | +3.8% |
| 10Y | +397.7% | +647.9% | -250.1% | +119.2% |
| All | +397.7% | +625.8% | -228.1% | +119.2% |
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