+251.2%
HD vs BWA
+95.7%
+155.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | +20.9% | -14.6% | +35.5% | +26.3% |
| 3M | -0.2% | -26.2% | +26.1% | +8.7% |
| 6M | +14.5% | -18.4% | +32.9% | +19.8% |
| YTD | +4.3% | +14.7% | -10.4% | -3.8% |
| 1Y | -3.5% | +13.3% | -16.8% | -10.7% |
| 3Y | +30.1% | +64.7% | -34.6% | +4.1% |
| 5Y | +8.5% | +32.2% | -23.7% | -9.6% |
| All | +251.2% | +95.7% | +155.5% | +140.1% |
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