-38.1%
HDB vs BWA
+86.5%
-124.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -6.2% | -5.5% | -0.8% | -5.2% |
| 3M | -5.9% | -7.6% | +1.7% | -4.6% |
| 6M | -25.9% | +25.0% | -50.9% | -30.1% |
| YTD | -40.2% | +47.0% | -87.2% | -46.4% |
| 1Y | -38.0% | +54.0% | -92.0% | -45.2% |
| 3Y | -30.5% | +70.7% | -101.2% | -41.3% |
| 5Y | -38.1% | +86.7% | -124.8% | -52.0% |
| All | -38.1% | +86.5% | -124.6% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling