+263.2%
BAC vs HWM
+1,472.2%
-1,209.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.7% |
| 7D | -1.2% | +3.3% | -4.5% | -2.9% |
| 30D | -7.7% | -7.6% | -0.1% | -5.3% |
| 3M | -21.2% | -28.9% | +7.8% | -10.3% |
| 6M | -6.8% | -19.7% | +12.8% | -0.1% |
| YTD | -8.7% | +0.5% | -9.2% | -12.1% |
| 1Y | -5.3% | +0.3% | -5.5% | -8.9% |
| 3Y | +87.4% | +325.8% | -238.4% | -10.0% |
| 5Y | +18.9% | +524.7% | -505.8% | -52.9% |
| All | +263.2% | +1,472.2% | -1,209.0% | -14.0% |
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 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