+460.9%
HBM vs BBWI
-48.6%
+509.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.1% | -7.2% |
| 7D | -3.7% | -8.0% | +4.3% | -2.1% |
| 30D | -3.7% | -6.6% | +3.0% | -2.9% |
| 3M | +8.0% | -2.7% | +10.7% | +7.1% |
| 6M | +15.8% | -12.8% | +28.6% | +17.0% |
| YTD | +34.4% | -10.5% | +44.8% | +32.8% |
| 1Y | +98.2% | -35.3% | +133.5% | +112.8% |
| All | +460.9% | -48.6% | +509.5% | +514.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling