+112.6%
BSX vs HWM
+1,503.5%
-1,390.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.0% | +11.1% | -12.1% | -3.8% |
| 30D | +2.1% | +3.0% | -0.9% | +0.8% |
| 3M | -14.0% | -20.7% | +6.7% | -9.3% |
| 6M | -18.3% | -17.2% | -1.1% | -15.2% |
| YTD | -53.6% | +9.1% | -62.7% | -55.7% |
| 1Y | -57.6% | +9.0% | -66.6% | -59.5% |
| 3Y | -14.3% | +353.8% | -368.1% | -47.1% |
| 5Y | +5.1% | +608.0% | -603.0% | -43.9% |
| All | +112.6% | +1,503.5% | -1,390.9% | -13.5% |
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