+87.4%
BAC vs HBM
+348.5%
-261.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.2% | -3.6% | +2.5% | -0.7% |
| 30D | -7.7% | -19.2% | +11.5% | -5.2% |
| 3M | -21.2% | -20.5% | -0.7% | -19.2% |
| 6M | -6.8% | -12.8% | +6.0% | -6.8% |
| YTD | -8.7% | +5.4% | -14.1% | -12.7% |
| 1Y | -5.3% | +33.0% | -38.2% | -13.0% |
| 3Y | +87.4% | +357.3% | -269.9% | +17.9% |
| All | +87.4% | +348.5% | -261.1% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling