+370.3%
HPE vs BWA
+94.2%
+276.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +7.9% | +4.3% | +3.6% | +5.6% |
| 30D | -23.5% | -13.0% | -10.5% | -17.5% |
| 3M | -19.1% | -24.8% | +5.7% | -6.1% |
| 6M | +51.4% | -23.5% | +74.9% | +74.4% |
| YTD | +103.4% | +13.8% | +89.6% | +86.9% |
| 1Y | +114.4% | +13.4% | +101.0% | +97.0% |
| 3Y | +224.7% | +62.8% | +161.9% | +139.3% |
| 5Y | +277.8% | +28.5% | +249.3% | +204.0% |
| All | +370.3% | +94.2% | +276.0% | +213.3% |
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 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