+588.2%
HBM vs BWA
+156.8%
+431.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.5% |
| 7D | -3.3% | -1.3% | -2.0% | -2.5% |
| 30D | -4.8% | -2.9% | -1.9% | -3.1% |
| 3M | -0.4% | -10.7% | +10.3% | +7.9% |
| 6M | +17.9% | +26.5% | -8.6% | +1.6% |
| YTD | +33.7% | +49.1% | -15.4% | 0.0% |
| 1Y | +95.6% | +52.1% | +43.5% | +43.2% |
| 3Y | +458.1% | +72.6% | +385.6% | +258.2% |
| 5Y | +329.0% | +89.4% | +239.6% | +147.5% |
| All | +588.2% | +156.8% | +431.4% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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