-26.4%
BA vs HBM
+194.0%
-220.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.1% | +2.2% | -3.3% | -1.7% |
| 30D | -7.1% | -11.8% | +4.7% | -5.0% |
| 3M | -25.5% | -19.2% | -6.3% | -22.8% |
| 6M | -28.7% | -22.9% | -5.8% | -26.4% |
| YTD | -21.0% | +7.8% | -28.8% | -26.1% |
| 1Y | -11.9% | +34.9% | -46.8% | -22.1% |
| 3Y | -16.2% | +422.2% | -438.4% | -50.5% |
| All | -26.4% | +194.0% | -220.4% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling