+31.8%
BA vs HBM
+376.3%
-344.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +1.1% | -3.6% | +4.7% | +2.0% |
| 30D | -7.9% | -19.2% | +11.3% | -3.3% |
| 3M | -25.3% | -20.5% | -4.8% | -21.8% |
| 6M | -24.6% | -12.8% | -11.8% | -24.2% |
| YTD | -20.1% | +5.4% | -25.6% | -25.0% |
| 1Y | -11.8% | +33.0% | -44.7% | -22.5% |
| 3Y | -10.1% | +357.3% | -367.4% | -46.5% |
| 5Y | -22.7% | +210.4% | -233.1% | -52.0% |
| All | +31.8% | +376.3% | -344.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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