+99.3%
HLT vs BWA
+70.7%
+28.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | -5.0% | -2.9% | -2.1% | -4.5% |
| 3M | -10.4% | -10.7% | +0.3% | -8.3% |
| 6M | +3.2% | +26.5% | -23.2% | -3.9% |
| YTD | +6.7% | +49.1% | -42.4% | -6.0% |
| 1Y | +10.3% | +52.1% | -41.8% | -3.6% |
| 3Y | +99.3% | +72.6% | +26.8% | +62.9% |
| All | +99.3% | +70.7% | +28.6% | +62.9% |
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