-22.1%
BA vs HWM
+522.0%
-544.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.9% |
| 7D | +1.1% | +3.3% | -2.2% | -1.3% |
| 30D | -7.9% | -7.6% | -0.3% | -4.4% |
| 3M | -25.3% | -28.9% | +3.6% | -10.3% |
| 6M | -24.6% | -19.7% | -4.9% | -16.3% |
| YTD | -20.1% | +0.5% | -20.7% | -23.6% |
| 1Y | -11.8% | +0.3% | -12.0% | -15.7% |
| 3Y | -10.1% | +325.8% | -336.0% | -72.5% |
| All | -22.1% | +522.0% | -544.1% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling