+949.4%
HIG vs BWA
+2,618.9%
-1,669.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -2.8% | -5.6% | +2.7% | -0.4% |
| 3M | +6.3% | -10.7% | +17.0% | +11.1% |
| 6M | -0.1% | +23.2% | -23.3% | -13.8% |
| YTD | +0.4% | +46.0% | -45.6% | -23.0% |
| 1Y | +6.2% | +51.2% | -44.9% | -20.7% |
| 3Y | +101.6% | +69.6% | +32.1% | +32.7% |
| 5Y | +119.8% | +86.6% | +33.3% | +30.1% |
| 10Y | +311.7% | +152.3% | +159.4% | +78.6% |
| All | +949.4% | +2,618.9% | -1,669.5% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling