+31,139.8%
HD vs BBWI
+1,034.6%
+30,105.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -8.4% | -5.2% | -3.2% | -7.4% |
| 3M | +4.3% | +11.1% | -6.8% | +0.1% |
| 6M | -11.1% | -13.4% | +2.2% | -9.2% |
| YTD | -4.7% | +0.1% | -4.8% | -7.4% |
| 1Y | -19.8% | -36.1% | +16.3% | -12.6% |
| 3Y | +4.1% | -44.1% | +48.2% | +11.0% |
| 5Y | +10.3% | -66.2% | +76.6% | +29.9% |
| 10Y | +203.2% | -54.8% | +257.9% | +155.9% |
| All | +31,139.8% | +1,034.6% | +30,105.2% | +5,969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling