+31.8%
BA vs HWM
+1,473.3%
-1,441.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -1.0% |
| 7D | +1.1% | +3.4% | -2.3% | -1.5% |
| 30D | -7.9% | -7.5% | -0.4% | -4.4% |
| 3M | -25.3% | -28.9% | +3.6% | -10.1% |
| 6M | -24.6% | -19.6% | -5.0% | -16.1% |
| YTD | -20.1% | +0.6% | -20.7% | -23.3% |
| 1Y | -11.8% | +0.3% | -12.1% | -15.3% |
| 3Y | -10.1% | +326.1% | -336.3% | -67.5% |
| 5Y | -22.7% | +525.2% | -547.9% | -78.1% |
| All | +31.8% | +1,473.3% | -1,441.5% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling