-3.5%
HD vs BWA
+12.4%
-16.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +7.3% | -7.8% | -1.2% |
| 30D | +18.5% | -15.8% | +34.3% | +20.7% |
| 3M | +2.2% | -25.7% | +27.9% | +5.6% |
| 6M | +13.8% | -19.6% | +33.5% | +15.5% |
| YTD | +3.4% | +14.1% | -10.7% | -5.5% |
| 1Y | -3.5% | +12.2% | -15.7% | -11.3% |
| All | -3.5% | +12.4% | -16.0% | -11.3% |
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 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