+26.8%
BA vs HWM
+1,554.5%
-1,527.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.7% |
| 7D | -1.4% | +5.0% | -6.4% | -4.5% |
| 30D | -7.9% | +1.5% | -9.4% | -9.7% |
| 3M | -25.2% | -20.3% | -4.8% | -15.9% |
| 6M | -26.7% | -18.0% | -8.7% | -19.3% |
| YTD | -19.6% | +9.5% | -29.1% | -26.7% |
| 1Y | -10.6% | +7.5% | -18.1% | -17.7% |
| 3Y | -11.2% | +355.7% | -366.9% | -69.3% |
| 5Y | -20.4% | +610.2% | -630.6% | -79.2% |
| 10Y | +26.8% | +1,516.8% | -1,490.0% | -78.2% |
| All | +26.8% | +1,554.5% | -1,527.7% | -78.2% |
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