-23.1%
BA vs HWM
+538.5%
-561.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | +0.8% |
| 7D | -0.1% | -2.4% | +2.4% | +0.8% |
| 30D | -9.1% | -13.3% | +4.1% | -2.2% |
| 3M | -28.2% | -31.0% | +2.8% | -12.2% |
| 6M | -23.1% | -17.1% | -6.0% | -16.4% |
| YTD | -20.6% | -1.9% | -18.7% | -23.0% |
| 1Y | -12.7% | -2.4% | -10.3% | -15.3% |
| 3Y | -11.6% | +322.2% | -333.7% | -73.0% |
| 5Y | -23.1% | +509.8% | -533.0% | -83.8% |
| All | -23.1% | +538.5% | -561.7% | -83.8% |
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 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