+256.9%
HL vs BBWI
-55.0%
+311.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.2% |
| 7D | -4.4% | -4.8% | +0.5% | -3.7% |
| 30D | +9.3% | +3.5% | +5.8% | +8.2% |
| 3M | +32.0% | -0.3% | +32.3% | +30.9% |
| 6M | -6.4% | -5.4% | -1.1% | -6.9% |
| YTD | +3.1% | -4.7% | +7.9% | +2.0% |
| 1Y | +77.6% | -30.5% | +108.0% | +83.0% |
| 3Y | +392.8% | -44.3% | +437.1% | +413.8% |
| 5Y | +234.1% | -66.9% | +301.0% | +264.3% |
| All | +256.9% | -55.0% | +311.9% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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