+96.6%
BAC vs HD
+31.8%
+64.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.4% |
| 30D | -7.2% | +20.9% | -28.0% | -13.3% |
| 3M | -20.4% | -0.2% | -20.3% | -20.4% |
| 6M | +1.3% | +14.5% | -13.2% | -4.4% |
| YTD | -6.4% | +4.3% | -10.7% | -8.8% |
| 1Y | -3.5% | -3.5% | 0.0% | -2.8% |
| All | +96.6% | +31.8% | +64.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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