+98.5%
BSX vs HWM
+1,301.3%
-1,202.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.6% |
| 7D | -8.2% | -12.5% | +4.3% | -4.9% |
| 30D | -15.8% | -19.0% | +3.2% | -11.2% |
| 3M | -10.8% | -8.6% | -2.2% | -9.3% |
| 6M | -38.4% | -10.2% | -28.2% | -37.3% |
| YTD | -54.8% | +11.3% | -66.1% | -56.8% |
| 1Y | -59.0% | +24.3% | -83.3% | -62.2% |
| 3Y | -20.0% | +382.3% | -402.2% | -51.1% |
| 5Y | -3.1% | +640.6% | -643.7% | -48.4% |
| All | +98.5% | +1,301.3% | -1,202.7% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling