+1,773.8%
HWM vs BDX
+67.2%
+1,706.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | 0.0% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -11.0% | +8.3% | -19.2% | -13.3% |
| 3M | +4.0% | +24.4% | -20.4% | -3.4% |
| 6M | -0.2% | +9.2% | -9.4% | -3.4% |
| YTD | +26.7% | +22.7% | +3.9% | +17.8% |
| 1Y | +44.7% | +25.9% | +18.8% | +33.2% |
| 3Y | +426.1% | -10.5% | +436.6% | +437.9% |
| 5Y | +738.5% | +1.9% | +736.6% | +706.5% |
| All | +1,773.8% | +67.2% | +1,706.6% | +1,419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling