+205.0%
HD vs BWA
+142.9%
+62.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -1.2% | +4.3% | -5.5% | -2.4% |
| 30D | -11.1% | -2.9% | -8.2% | -10.5% |
| 3M | +2.0% | -12.4% | +14.5% | +5.7% |
| 6M | -10.5% | +28.6% | -39.0% | -18.3% |
| YTD | -6.9% | +48.2% | -55.1% | -20.0% |
| 1Y | -23.2% | +50.9% | -74.1% | -34.6% |
| 3Y | +3.1% | +72.2% | -69.1% | -18.1% |
| 5Y | +7.4% | +91.1% | -83.7% | -20.1% |
| 10Y | +205.0% | +144.0% | +61.0% | +90.3% |
| All | +205.0% | +142.9% | +62.1% | +90.3% |
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