+62.0%
BA vs HWM
+1,494.1%
-1,432.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| 1Y | -8.0% | +44.7% | -52.7% | -28.5% |
| 3Y | -5.0% | +426.1% | -431.1% | -69.3% |
| 5Y | -2.7% | +738.5% | -741.2% | -76.5% |
| All | +62.0% | +1,494.1% | -1,432.1% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling