+71.4%
BAC vs HD
+10.1%
+61.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +1.1% | -2.1% | +3.1% | +2.0% |
| 30D | -0.4% | -8.4% | +8.0% | +3.3% |
| 3M | +16.9% | +4.3% | +12.6% | +14.1% |
| 6M | +26.6% | -11.1% | +37.7% | +32.4% |
| YTD | +15.8% | -4.7% | +20.5% | +16.8% |
| 1Y | +27.2% | -19.8% | +47.0% | +38.8% |
| 3Y | +132.4% | +4.1% | +128.3% | +120.1% |
| All | +71.4% | +10.1% | +61.4% | +45.9% |
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