+28.1%
BA vs HWM
+1,636.6%
-1,608.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -3.6% |
| 7D | -1.7% | +1.6% | -3.3% | -3.2% |
| 30D | -9.5% | -3.9% | -5.5% | -8.2% |
| 3M | -26.5% | -23.2% | -3.2% | -15.5% |
| 6M | -27.4% | -20.0% | -7.4% | -18.8% |
| YTD | -20.6% | +5.7% | -26.3% | -26.1% |
| 1Y | -11.4% | +4.9% | -16.3% | -17.3% |
| 3Y | -10.8% | +347.0% | -357.8% | -68.7% |
| 5Y | -21.9% | +563.0% | -584.9% | -78.7% |
| 10Y | +28.1% | +1,579.2% | -1,551.0% | -77.8% |
| All | +28.1% | +1,636.6% | -1,608.5% | -77.8% |
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