-37.3%
HDB vs BWA
+53.1%
-90.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -5.8% | -5.6% | -0.3% | -5.5% |
| 3M | -5.2% | -10.7% | +5.5% | -4.8% |
| 6M | -25.7% | +23.2% | -48.9% | -27.0% |
| YTD | -39.6% | +46.0% | -85.6% | -40.8% |
| All | -37.3% | +53.1% | -90.4% | -38.6% |
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