-4.7%
BAC vs HL
-10.4%
+5.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +0.1% |
| 7D | +1.5% | -7.6% | +9.1% | +2.1% |
| 30D | -6.4% | -17.5% | +11.1% | -5.3% |
| 3M | -21.7% | -26.2% | +4.6% | -20.3% |
| 6M | +0.5% | -35.1% | +35.6% | +2.5% |
| YTD | -6.7% | -30.4% | +23.7% | -7.6% |
| 1Y | -4.7% | -14.0% | +9.3% | -8.4% |
| All | -4.7% | -10.4% | +5.8% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling