+237.7%
BAC vs HWM
+1,599.0%
-1,361.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +2.1% | -1.8% | +3.8% | +2.6% |
| 30D | -6.7% | -2.7% | -4.0% | -6.4% |
| 3M | -20.2% | -22.7% | +2.5% | -12.4% |
| 6M | -0.2% | -18.9% | +18.7% | +6.8% |
| YTD | -6.4% | +7.1% | -13.5% | -12.2% |
| 1Y | -3.1% | +4.7% | -7.8% | -8.4% |
| 3Y | +96.7% | +345.6% | -248.8% | -7.1% |
| 5Y | +21.3% | +588.3% | -567.0% | -53.8% |
| 10Y | +237.7% | +1,516.2% | -1,278.4% | -17.5% |
| All | +237.7% | +1,599.0% | -1,361.3% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling