-53.6%
BSX vs HWM
+5.4%
-59.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.3% | +9.6% | +5.5% |
| 7D | +8.0% | +9.4% | -1.4% | +7.2% |
| 30D | +8.1% | -7.0% | +15.0% | +8.3% |
| 3M | -6.7% | -25.9% | +19.2% | -5.0% |
| 6M | -19.4% | -10.8% | -8.6% | -19.8% |
| YTD | -51.9% | +4.3% | -56.3% | -53.0% |
| 1Y | -53.6% | +4.4% | -58.0% | -54.2% |
| All | -53.6% | +5.4% | -59.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling