+73.1%
BAC vs HL
+246.5%
-173.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -1.4% | +18.8% | -20.2% | -3.3% |
| 3M | +15.7% | +43.7% | -28.0% | +11.0% |
| 6M | +32.2% | -1.0% | +33.2% | +31.0% |
| YTD | +15.8% | +8.7% | +7.1% | +12.3% |
| 1Y | +27.3% | +105.0% | -77.7% | +13.7% |
| 3Y | +137.5% | +427.3% | -289.8% | +79.7% |
| 5Y | +73.1% | +249.3% | -176.2% | +30.9% |
| All | +73.1% | +246.5% | -173.4% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling