+64.9%
HDB vs BWA
+92.6%
-27.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.2% |
| 7D | +6.9% | +1.7% | +5.2% | +6.4% |
| 30D | +15.2% | -14.6% | +29.8% | +19.4% |
| 3M | +11.7% | -26.2% | +38.0% | +19.6% |
| 6M | +7.5% | -18.4% | +25.9% | +11.7% |
| YTD | -28.8% | +14.7% | -43.5% | -32.9% |
| 1Y | -29.1% | +13.3% | -42.4% | -33.1% |
| 3Y | -7.0% | +64.7% | -71.7% | -22.4% |
| 5Y | -22.1% | +32.2% | -54.2% | -32.8% |
| 10Y | +64.9% | +96.8% | -31.9% | +20.4% |
| All | +64.9% | +92.6% | -27.7% | +20.4% |
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