+5,500.0%
HD vs BWA
+3,492.4%
+2,007.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | 0.0% |
| 7D | -2.1% | +5.7% | -7.7% | -3.8% |
| 30D | -8.4% | +1.4% | -9.8% | -9.0% |
| 3M | +4.3% | -12.1% | +16.4% | +8.0% |
| 6M | -11.1% | +28.6% | -39.7% | -19.4% |
| YTD | -4.7% | +51.1% | -55.8% | -19.2% |
| 1Y | -19.8% | +55.9% | -75.7% | -32.9% |
| 3Y | +4.1% | +70.1% | -66.0% | -17.7% |
| 5Y | +10.3% | +90.7% | -80.4% | -18.4% |
| 10Y | +203.2% | +154.0% | +49.2% | +88.4% |
| All | +5,500.0% | +3,492.4% | +2,007.6% | +1,180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling