+18.0%
BAC vs HD
+5.3%
+12.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.1% |
| 7D | -1.2% | +4.3% | -5.5% | -2.9% |
| 30D | -7.7% | +20.2% | -27.9% | -14.6% |
| 3M | -21.2% | -1.0% | -20.1% | -21.1% |
| 6M | -6.8% | +7.9% | -14.8% | -10.6% |
| YTD | -8.7% | +2.0% | -10.7% | -10.7% |
| 1Y | -5.3% | -4.3% | -1.0% | -4.8% |
| 3Y | +87.4% | +25.9% | +61.5% | +62.7% |
| All | +18.0% | +5.3% | +12.7% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling