+21.7%
BAC vs HWM
+606.1%
-584.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.5% | +11.1% | -9.6% | -2.2% |
| 30D | -6.4% | +3.0% | -9.4% | -7.9% |
| 3M | -21.7% | -20.7% | -0.9% | -15.7% |
| 6M | +0.5% | -17.2% | +17.7% | +6.0% |
| YTD | -6.7% | +9.1% | -15.8% | -12.8% |
| 1Y | -4.7% | +9.0% | -13.7% | -11.0% |
| 3Y | +96.1% | +353.8% | -257.8% | -8.9% |
| 5Y | +21.7% | +608.0% | -586.4% | -56.2% |
| All | +21.7% | +606.1% | -584.4% | -56.2% |
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 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