+640.6%
HWM vs BDX
-3.5%
+644.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -12.5% | -5.4% | -7.1% | -11.2% |
| 30D | -19.0% | -2.2% | -16.8% | -18.5% |
| 3M | -8.6% | +20.1% | -28.7% | -13.0% |
| 6M | -10.2% | +9.1% | -19.2% | -12.3% |
| YTD | +11.3% | +17.9% | -6.6% | +6.4% |
| 1Y | +24.3% | +22.1% | +2.2% | +17.5% |
| 3Y | +382.3% | -10.5% | +392.8% | +401.1% |
| 5Y | +640.6% | -2.6% | +643.2% | +647.5% |
| All | +640.6% | -3.5% | +644.1% | +647.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling