+398.8%
HL vs BBWI
-48.6%
+447.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -5.6% | -8.0% | +2.4% | -4.4% |
| 30D | +12.7% | -6.6% | +19.4% | +13.5% |
| 3M | +42.5% | -2.7% | +45.2% | +41.6% |
| 6M | -9.0% | -12.8% | +3.8% | -8.1% |
| YTD | +4.4% | -10.5% | +14.9% | +4.1% |
| 1Y | +82.7% | -35.3% | +118.0% | +91.9% |
| All | +398.8% | -48.6% | +447.4% | +448.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling