+21.7%
BAC vs HD
+7.1%
+14.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | -6.4% | +18.5% | -24.9% | -12.9% |
| 3M | -21.7% | +2.2% | -23.8% | -22.5% |
| 6M | +0.5% | +13.8% | -13.4% | -5.8% |
| YTD | -6.7% | +3.4% | -10.1% | -9.2% |
| 1Y | -4.7% | -3.5% | -1.2% | -4.4% |
| 3Y | +96.1% | +29.0% | +67.1% | +68.3% |
| 5Y | +21.7% | +6.1% | +15.6% | +5.2% |
| All | +21.7% | +7.1% | +14.6% | +5.2% |
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