+635.0%
HLT vs BWA
+68.8%
+566.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.6% | -5.5% | +2.8% | -0.7% |
| 3M | -9.4% | -7.6% | -1.8% | -7.2% |
| 6M | +2.7% | +25.0% | -22.2% | -8.0% |
| YTD | +6.8% | +47.0% | -40.2% | -12.4% |
| 1Y | +12.4% | +54.0% | -41.6% | -10.0% |
| 3Y | +100.2% | +70.7% | +29.5% | +47.7% |
| 5Y | +143.7% | +86.7% | +57.1% | +68.1% |
| 10Y | +584.9% | +154.0% | +430.9% | +271.3% |
| All | +635.0% | +68.8% | +566.2% | +362.9% |
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 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