+1,072.4%
BAC vs HD
+34,877.5%
-33,805.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.8% |
| 7D | -2.7% | +6.4% | -9.1% | -6.0% |
| 30D | -8.0% | +22.1% | -30.1% | -17.7% |
| 3M | -20.9% | -0.2% | -20.8% | -21.4% |
| 6M | -5.4% | +12.6% | -18.0% | -12.4% |
| YTD | -8.1% | +3.9% | -12.0% | -11.7% |
| 1Y | -3.1% | -3.7% | +0.6% | -3.3% |
| 3Y | +88.1% | +27.9% | +60.3% | +58.4% |
| 5Y | +19.7% | +7.8% | +11.9% | +8.1% |
| 10Y | +275.9% | +269.4% | +6.5% | +71.4% |
| All | +1,072.4% | +34,877.5% | -33,805.1% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling