+214.5%
BAC vs HL
+136.8%
+77.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +0.2% |
| 7D | +1.5% | -7.6% | +9.1% | +2.2% |
| 30D | -6.4% | -17.5% | +11.1% | -4.8% |
| 3M | -21.7% | -26.2% | +4.6% | -19.8% |
| 6M | +0.5% | -35.1% | +35.6% | +3.6% |
| YTD | -6.7% | -30.4% | +23.7% | -5.5% |
| 1Y | -4.7% | -14.0% | +9.3% | -5.6% |
| 3Y | +96.1% | +256.3% | -160.2% | +63.1% |
| 5Y | +21.7% | +112.5% | -90.8% | +3.4% |
| All | +214.5% | +136.8% | +77.7% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling