-2.6%
HD vs BWA
+13.5%
-16.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +5.2% | -2.4% | +7.6% | +5.4% |
| 30D | +20.7% | -17.7% | +38.4% | +23.3% |
| 3M | +0.8% | -27.0% | +27.8% | +4.4% |
| 6M | +12.2% | -17.3% | +29.5% | +13.2% |
| YTD | +4.2% | +12.9% | -8.6% | -4.7% |
| 1Y | -2.6% | +12.9% | -15.5% | -11.2% |
| All | -2.6% | +13.5% | -16.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling