+592.1%
BA vs HBM
+613.3%
-21.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | +1.2% | -6.4% | +7.5% | +2.5% |
| 30D | -11.6% | +5.9% | -17.5% | -13.0% |
| 3M | -2.4% | -8.9% | +6.5% | -1.7% |
| 6M | -6.6% | +10.7% | -17.3% | -10.5% |
| YTD | -2.2% | +38.3% | -40.5% | -11.6% |
| 1Y | -8.0% | +121.3% | -129.4% | -25.6% |
| 3Y | -5.0% | +450.6% | -455.6% | -39.3% |
| 5Y | -2.7% | +338.0% | -340.7% | -37.9% |
| 10Y | +75.9% | +578.6% | -502.7% | -11.3% |
| All | +592.1% | +613.3% | -21.3% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling