+392.9%
BAC vs HL
+273.7%
+119.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | 0.0% | -4.4% | +4.4% | +0.4% |
| 30D | -2.8% | +9.3% | -12.1% | -3.8% |
| 3M | +14.2% | +32.0% | -17.7% | +10.9% |
| 6M | +30.5% | -6.4% | +37.0% | +30.1% |
| YTD | +15.8% | +3.1% | +12.7% | +13.4% |
| 1Y | +26.2% | +77.6% | -51.4% | +16.6% |
| 3Y | +136.5% | +392.8% | -256.3% | +92.4% |
| 5Y | +75.9% | +234.1% | -158.2% | +44.4% |
| All | +392.9% | +273.7% | +119.2% | +237.3% |
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