+205.0%
HD vs BBWI
-56.0%
+261.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | -1.2% | +1.6% | -2.7% | -1.5% |
| 30D | -11.1% | -6.2% | -4.9% | -10.3% |
| 3M | +2.0% | +4.3% | -2.3% | +0.7% |
| 6M | -10.5% | -7.2% | -3.3% | -10.2% |
| YTD | -6.9% | -3.0% | -3.8% | -7.8% |
| 1Y | -23.2% | -30.8% | +7.6% | -19.7% |
| 3Y | +3.1% | -43.4% | +46.5% | +8.0% |
| 5Y | +7.4% | -66.7% | +74.1% | +21.0% |
| 10Y | +205.0% | -55.7% | +260.7% | +181.2% |
| All | +205.0% | -56.0% | +261.0% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling