+575.2%
HLT vs BWA
+156.8%
+418.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | -5.0% | -2.9% | -2.1% | -4.2% |
| 3M | -10.4% | -10.7% | +0.3% | -6.8% |
| 6M | +3.2% | +26.5% | -23.2% | -8.1% |
| YTD | +6.7% | +49.1% | -42.4% | -13.1% |
| 1Y | +10.3% | +52.1% | -41.8% | -11.3% |
| 3Y | +99.3% | +72.6% | +26.8% | +46.0% |
| 5Y | +143.7% | +89.4% | +54.3% | +65.8% |
| All | +575.2% | +156.8% | +418.5% | +277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling