+26.6%
BA vs HWM
+1,599.0%
-1,572.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.2% |
| 7D | 0.0% | -1.8% | +1.8% | +0.7% |
| 30D | -8.9% | -2.7% | -6.2% | -8.4% |
| 3M | -25.5% | -22.7% | -2.8% | -14.7% |
| 6M | -27.0% | -18.9% | -8.0% | -19.0% |
| YTD | -20.1% | +7.1% | -27.2% | -26.2% |
| 1Y | -11.0% | +4.7% | -15.7% | -16.8% |
| 3Y | -11.8% | +345.6% | -357.4% | -69.0% |
| 5Y | -20.6% | +588.3% | -608.9% | -78.8% |
| 10Y | +26.6% | +1,516.2% | -1,489.5% | -78.0% |
| All | +26.6% | +1,599.0% | -1,572.4% | -78.0% |
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