+4.4%
HWM vs BDX
+54.0%
-49.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.6% | -9.8% | -5.1% |
| 7D | +9.4% | +7.2% | +2.2% | +8.2% |
| 30D | -7.0% | +15.8% | -22.8% | -9.5% |
| 3M | -25.9% | +23.7% | -49.6% | -28.8% |
| 6M | -10.8% | +44.8% | -55.7% | -18.3% |
| YTD | +4.3% | +39.8% | -35.5% | -3.2% |
| 1Y | +4.4% | +52.3% | -48.0% | -4.5% |
| All | +4.4% | +54.0% | -49.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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