-10.6%
BA vs HWM
+5.4%
-16.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +3.7% |
| 7D | +5.9% | +9.4% | -3.5% | +1.9% |
| 30D | -8.2% | -7.0% | -1.2% | -5.9% |
| 3M | -25.4% | -25.9% | +0.5% | -16.1% |
| 6M | -20.0% | -10.8% | -9.2% | -17.6% |
| YTD | -18.5% | +4.3% | -22.8% | -21.3% |
| 1Y | -10.6% | +4.4% | -15.0% | -14.5% |
| All | -10.6% | +5.4% | -16.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling