+247.2%
HD vs BBWI
-44.4%
+291.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.2% | -4.2% | +9.4% | +6.1% |
| 30D | +20.7% | +24.9% | -4.1% | +15.5% |
| 3M | +0.8% | +13.2% | -12.4% | -2.2% |
| 6M | +12.2% | +12.1% | +0.1% | +8.6% |
| YTD | +4.2% | +11.1% | -6.9% | +0.2% |
| 1Y | -2.6% | +0.7% | -3.3% | -5.5% |
| 3Y | +30.0% | -23.8% | +53.8% | +28.2% |
| 5Y | +8.1% | -66.9% | +75.0% | +21.5% |
| 10Y | +247.2% | -45.3% | +292.5% | +196.5% |
| All | +247.2% | -44.4% | +291.6% | +196.5% |
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 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