+1,381.3%
BAC vs HBM
+613.3%
+768.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +1.1% | -6.4% | +7.4% | +2.7% |
| 30D | -0.4% | +5.9% | -6.3% | -2.2% |
| 3M | +16.9% | -8.9% | +25.8% | +17.6% |
| 6M | +26.6% | +10.7% | +15.9% | +19.5% |
| YTD | +15.8% | +38.3% | -22.5% | +1.8% |
| 1Y | +27.2% | +121.3% | -94.2% | -2.1% |
| 3Y | +132.4% | +450.6% | -318.2% | +32.7% |
| 5Y | +72.6% | +338.0% | -265.4% | -2.9% |
| 10Y | +389.7% | +578.6% | -188.9% | +87.5% |
| All | +1,381.3% | +613.3% | +768.0% | +58.1% |
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