+720.7%
HWM vs BBAI
-70.8%
+791.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -2.1% | -4.3% | +2.2% | -2.0% |
| 30D | -11.0% | -3.6% | -7.4% | -11.0% |
| 3M | +4.0% | -38.8% | +42.8% | +4.8% |
| 6M | -0.2% | -23.8% | +23.5% | 0.0% |
| YTD | +26.7% | -45.9% | +72.6% | +27.5% |
| 1Y | +44.7% | -40.8% | +85.5% | +45.3% |
| 3Y | +426.1% | +69.8% | +356.3% | +417.8% |
| 5Y | +738.5% | -70.3% | +808.8% | +696.9% |
| All | +720.7% | -70.8% | +791.5% | +684.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 all: compounded portfolio wealth divided by compounded BBAI 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…
all analysis · Full analysis span regression · 6 months rolling