+257.9%
HD vs BBWI
-41.3%
+299.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.5% |
| 7D | +3.6% | -6.2% | +9.8% | +4.9% |
| 30D | +21.6% | +25.5% | -3.9% | +16.2% |
| 3M | +0.1% | +8.0% | -7.9% | -2.0% |
| 6M | +13.0% | +12.7% | +0.3% | +9.3% |
| YTD | +4.9% | +11.6% | -6.7% | +0.8% |
| 1Y | -2.1% | -0.9% | -1.2% | -4.7% |
| 3Y | +32.6% | -22.7% | +55.3% | +30.4% |
| 5Y | +8.2% | -67.2% | +75.4% | +21.9% |
| 10Y | +257.9% | -43.7% | +301.6% | +201.7% |
| All | +257.9% | -41.3% | +299.2% | +201.7% |
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