+1,099.7%
HWM vs BBIO
+136.7%
+963.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -11.4% | -3.2% | -8.2% | -11.1% |
| 30D | -18.5% | -13.6% | -4.9% | -17.2% |
| 3M | -13.2% | +7.2% | -20.4% | -14.0% |
| 6M | -8.7% | +1.5% | -10.1% | -9.1% |
| YTD | +12.2% | -5.3% | +17.5% | +12.1% |
| 1Y | +24.9% | +37.7% | -12.8% | +19.8% |
| 3Y | +383.9% | +153.9% | +230.0% | +326.2% |
| 5Y | +646.1% | +43.9% | +602.3% | +503.6% |
| All | +1,099.7% | +136.7% | +963.1% | +760.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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