+1,068.0%
BAC vs HBM
+443.9%
+624.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -1.2% | -3.6% | +2.5% | -0.3% |
| 30D | -7.7% | -19.2% | +11.5% | -2.9% |
| 3M | -21.2% | -20.5% | -0.7% | -17.3% |
| 6M | -6.8% | -12.8% | +6.0% | -6.5% |
| YTD | -8.7% | +5.4% | -14.1% | -14.6% |
| 1Y | -5.3% | +33.0% | -38.2% | -16.8% |
| 3Y | +87.4% | +357.3% | -269.9% | +11.6% |
| 5Y | +18.9% | +210.4% | -191.5% | -27.0% |
| 10Y | +273.3% | +387.1% | -113.8% | +55.8% |
| All | +1,068.0% | +443.9% | +624.0% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling