-4.6%
BA vs HWM
+426.8%
-431.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.9% |
| 30D | -11.6% | -11.0% | -0.6% | -7.2% |
| 3M | -2.4% | +4.0% | -6.4% | -4.5% |
| 6M | -6.6% | -0.2% | -6.4% | -7.3% |
| YTD | -2.2% | +26.7% | -28.9% | -12.7% |
| 1Y | -8.0% | +44.7% | -52.7% | -22.8% |
| All | -4.6% | +426.8% | -431.5% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling