+301.7%
HIG vs BWA
+156.8%
+145.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -1.5% | -1.3% | -0.1% | -1.0% |
| 30D | -0.4% | -2.9% | +2.6% | +0.4% |
| 3M | +6.7% | -10.7% | +17.4% | +10.0% |
| 6M | +2.0% | +26.5% | -24.5% | -8.3% |
| YTD | +0.3% | +49.1% | -48.8% | -16.7% |
| 1Y | +4.2% | +52.1% | -47.9% | -14.4% |
| 3Y | +102.2% | +72.6% | +29.7% | +52.4% |
| 5Y | +118.5% | +89.4% | +29.1% | +52.5% |
| All | +301.7% | +156.8% | +145.0% | +121.7% |
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 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