+71.4%
BAC vs HWM
+743.6%
-672.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | -0.4% | -11.0% | +10.6% | +3.7% |
| 3M | +16.9% | +4.0% | +12.9% | +14.6% |
| 6M | +26.6% | -0.2% | +26.8% | +25.3% |
| YTD | +15.8% | +26.7% | -10.9% | +3.7% |
| 1Y | +27.2% | +44.7% | -17.5% | +7.4% |
| 3Y | +132.4% | +426.1% | -293.7% | +6.6% |
| All | +71.4% | +743.6% | -672.2% | -38.2% |
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