+249.6%
HL vs BWA
+64.0%
+185.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -11.1% | +4.3% | -15.4% | -12.9% |
| 30D | -12.1% | -13.0% | +0.9% | -5.8% |
| 3M | -26.1% | -24.8% | -1.3% | -15.2% |
| 6M | -37.7% | -23.5% | -14.2% | -28.8% |
| YTD | -31.7% | +13.8% | -45.5% | -35.9% |
| 1Y | -11.6% | +13.4% | -25.1% | -16.9% |
| 3Y | +249.6% | +62.8% | +186.9% | +170.3% |
| All | +249.6% | +64.0% | +185.7% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling