-28.5%
HDB vs BWA
+72.9%
-101.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | -2.0% | +4.3% | -6.3% | -2.5% |
| 30D | -4.9% | -2.9% | -2.0% | -4.6% |
| 3M | -2.3% | -12.4% | +10.1% | -1.0% |
| 6M | -23.7% | +28.6% | -52.3% | -26.4% |
| YTD | -38.5% | +48.2% | -86.7% | -42.2% |
| 1Y | -36.5% | +50.9% | -87.4% | -40.5% |
| 3Y | -28.5% | +72.2% | -100.6% | -36.7% |
| All | -28.5% | +72.9% | -101.3% | -36.7% |
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