-0.9%
BA vs HWM
+743.6%
-744.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +1.2% | -2.1% | +3.3% | +2.1% |
| 30D | -11.6% | -11.0% | -0.6% | -5.6% |
| 3M | -2.4% | +4.0% | -6.4% | -5.4% |
| 6M | -6.6% | -0.2% | -6.4% | -7.7% |
| YTD | -2.2% | +26.7% | -28.9% | -17.2% |
| 1Y | -8.0% | +44.7% | -52.7% | -28.9% |
| 3Y | -5.0% | +426.1% | -431.1% | -73.6% |
| All | -0.9% | +743.6% | -744.5% | -82.4% |
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