-1.5%
BAC vs HWM
+5.4%
-6.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +4.5% |
| 7D | +1.5% | +9.4% | -7.9% | +0.1% |
| 30D | -4.4% | -7.0% | +2.6% | -3.4% |
| 3M | -17.5% | -25.9% | +8.4% | -13.6% |
| 6M | -0.1% | -10.8% | +10.8% | +1.1% |
| YTD | -4.6% | +4.3% | -8.9% | -7.6% |
| 1Y | -1.5% | +4.4% | -5.9% | -4.0% |
| All | -1.5% | +5.4% | -6.9% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling