+489.7%
HPE vs BWA
+153.1%
+336.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.2% |
| 30D | +1.5% | -5.5% | +7.0% | +4.1% |
| 3M | +21.7% | -7.6% | +29.4% | +26.1% |
| 6M | +164.2% | +25.0% | +139.2% | +135.8% |
| YTD | +132.1% | +47.0% | +85.1% | +86.2% |
| 1Y | +130.6% | +54.0% | +76.7% | +79.6% |
| 3Y | +244.1% | +70.7% | +173.4% | +145.2% |
| 5Y | +340.8% | +86.7% | +254.1% | +190.1% |
| All | +489.7% | +153.1% | +336.7% | +235.4% |
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