+248.6%
HD vs BWA
+94.2%
+154.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | +4.3% | -2.7% | +0.2% |
| 30D | +18.0% | -13.0% | +31.0% | +22.7% |
| 3M | +2.8% | -24.8% | +27.6% | +11.3% |
| 6M | +17.0% | -23.5% | +40.5% | +25.0% |
| YTD | +3.5% | +13.8% | -10.3% | -4.3% |
| 1Y | -2.6% | +13.4% | -16.0% | -9.9% |
| 3Y | +30.7% | +62.8% | -32.0% | +5.0% |
| 5Y | +6.2% | +28.5% | -22.2% | -10.7% |
| All | +248.6% | +94.2% | +154.3% | +138.8% |
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