+78.5%
HL vs BWA
+3,492.4%
-3,413.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +1.5% | +5.7% | -4.2% | -0.5% |
| 30D | +25.1% | +1.4% | +23.6% | +24.4% |
| 3M | +22.9% | -12.1% | +35.0% | +29.0% |
| 6M | -4.9% | +28.6% | -33.5% | -12.4% |
| YTD | +7.8% | +51.1% | -43.3% | -7.3% |
| 1Y | +133.9% | +55.9% | +78.0% | +99.4% |
| 3Y | +380.9% | +70.1% | +310.8% | +289.5% |
| 5Y | +230.2% | +90.7% | +139.5% | +152.0% |
| 10Y | +265.6% | +154.0% | +111.6% | +140.6% |
| All | +78.5% | +3,492.4% | -3,413.8% | -12.0% |
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