+1,516.2%
HWM vs BIIB
-21.3%
+1,537.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -2.7% | +12.2% | -14.9% | -3.9% |
| 3M | -22.7% | +22.3% | -45.0% | -24.4% |
| 6M | -18.9% | +30.9% | -49.9% | -21.5% |
| YTD | +7.1% | +43.9% | -36.8% | +2.5% |
| 1Y | +4.7% | +62.1% | -57.4% | -1.0% |
| 3Y | +345.6% | +12.7% | +332.9% | +333.7% |
| 5Y | +588.3% | -5.1% | +593.4% | +574.5% |
| 10Y | +1,516.2% | -21.9% | +1,538.1% | +1,312.6% |
| All | +1,516.2% | -21.3% | +1,537.5% | +1,312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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