+25.9%
HD vs BWA
+51.7%
-25.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.4% |
| 7D | +4.3% | -5.5% | +9.8% | +5.5% |
| 30D | +20.2% | -21.7% | +41.9% | +26.7% |
| 3M | -1.0% | -25.6% | +24.6% | +5.4% |
| 6M | +7.9% | -17.4% | +25.3% | +10.6% |
| YTD | +2.0% | +9.2% | -7.2% | -5.5% |
| 1Y | -4.3% | +9.7% | -14.0% | -11.6% |
| 3Y | +25.9% | +54.6% | -28.7% | -0.1% |
| All | +25.9% | +51.7% | -25.8% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling