+608.0%
HWM vs BDX
+25.5%
+582.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +11.1% | +1.0% | +10.1% | +10.9% |
| 30D | +3.0% | +15.1% | -12.2% | -0.6% |
| 3M | -20.7% | +18.2% | -38.9% | -24.0% |
| 6M | -17.2% | +48.1% | -65.3% | -25.4% |
| YTD | +9.1% | +44.1% | -35.1% | -1.2% |
| 1Y | +9.0% | +46.4% | -37.4% | -1.6% |
| 3Y | +353.8% | +24.4% | +329.5% | +326.6% |
| 5Y | +608.0% | +26.1% | +582.0% | +574.9% |
| All | +608.0% | +25.5% | +582.6% | +574.9% |
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