+1,474.6%
HWM vs BDX
+95.1%
+1,379.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +7.3% | +2.9% | +4.4% | +6.4% |
| 30D | +1.6% | +15.4% | -13.8% | -3.2% |
| 3M | -21.9% | +20.5% | -42.4% | -26.6% |
| 6M | -19.0% | +53.2% | -72.2% | -30.0% |
| YTD | +7.9% | +45.7% | -37.7% | -5.3% |
| 1Y | +9.9% | +47.3% | -37.3% | -4.0% |
| 3Y | +342.1% | +25.1% | +317.1% | +301.5% |
| 5Y | +600.8% | +27.4% | +573.3% | +524.0% |
| All | +1,474.6% | +95.1% | +1,379.5% | +986.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling