+136.4%
BAC vs HBM
+521.9%
-385.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.2% |
| 7D | +1.2% | +7.3% | -6.2% | +0.2% |
| 30D | -0.7% | +5.0% | -5.8% | -1.6% |
| 3M | +16.9% | +11.1% | +5.8% | +14.5% |
| 6M | +29.6% | +30.2% | -0.6% | +22.6% |
| YTD | +15.3% | +46.2% | -30.9% | +5.6% |
| 1Y | +28.8% | +120.0% | -91.2% | +9.0% |
| 3Y | +136.4% | +527.3% | -390.9% | +41.7% |
| All | +136.4% | +521.9% | -385.5% | +41.7% |
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