+214.5%
BAC vs HBM
+285.4%
-71.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | +1.5% | +5.1% | -3.5% | +0.4% |
| 30D | -6.4% | -15.8% | +9.4% | -3.3% |
| 3M | -21.7% | -22.4% | +0.7% | -18.1% |
| 6M | +0.5% | -20.2% | +20.7% | +2.9% |
| YTD | -6.7% | +9.0% | -15.7% | -12.4% |
| 1Y | -4.7% | +27.4% | -32.0% | -13.7% |
| 3Y | +96.1% | +424.2% | -328.2% | +22.0% |
| 5Y | +21.7% | +196.1% | -174.4% | -18.6% |
| All | +214.5% | +285.4% | -71.0% | +51.0% |
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