-16.5%
BSX vs HWM
+385.3%
-401.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.7% | +4.8% | -3.9% |
| 7D | -6.4% | -9.2% | +2.7% | -4.8% |
| 30D | -8.8% | -17.9% | +9.1% | -5.5% |
| 3M | -7.6% | -6.0% | -1.6% | -7.2% |
| 6M | -37.0% | -7.4% | -29.6% | -36.7% |
| YTD | -52.8% | +13.1% | -65.9% | -54.7% |
| 1Y | -58.4% | +29.3% | -87.7% | -61.5% |
| 3Y | -16.5% | +389.9% | -406.4% | -40.9% |
| All | -16.5% | +385.3% | -401.8% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling