+72.3%
BA vs HBM
+599.4%
-527.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -2.2% |
| 7D | +2.5% | +7.4% | -4.9% | +0.6% |
| 30D | -10.1% | +5.1% | -15.2% | -11.6% |
| 3M | -2.4% | +11.1% | -13.5% | -6.2% |
| 6M | -8.8% | +30.2% | -39.0% | -16.9% |
| YTD | -2.9% | +46.2% | -49.2% | -15.3% |
| 1Y | -8.8% | +120.0% | -128.8% | -29.3% |
| 3Y | -0.3% | +527.4% | -527.7% | -44.5% |
| 5Y | -0.3% | +400.4% | -400.7% | -44.7% |
| 10Y | +72.3% | +621.5% | -549.2% | -27.9% |
| All | +72.3% | +599.4% | -527.1% | -27.9% |
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