+119.2%
HIG vs BWA
+86.5%
+32.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -1.2% | -5.5% | +4.3% | -0.2% |
| 3M | +6.3% | -7.6% | +13.9% | +7.6% |
| 6M | +0.6% | +25.0% | -24.4% | -6.2% |
| YTD | +0.6% | +47.0% | -46.3% | -11.4% |
| 1Y | +6.1% | +54.0% | -47.9% | -8.1% |
| 3Y | +102.0% | +70.7% | +31.3% | +66.1% |
| 5Y | +119.2% | +86.7% | +32.5% | +68.5% |
| All | +119.2% | +86.5% | +32.7% | +68.5% |
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