+1,474.6%
HWM vs BIIB
-20.7%
+1,495.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +7.3% | +2.0% | +5.3% | +7.1% |
| 30D | +1.6% | +8.8% | -7.3% | +0.6% |
| 3M | -21.9% | +20.3% | -42.2% | -23.4% |
| 6M | -19.0% | +23.9% | -42.9% | -21.1% |
| YTD | +7.9% | +44.0% | -36.0% | +3.3% |
| 1Y | +9.9% | +53.8% | -43.9% | +4.5% |
| 3Y | +342.1% | +13.8% | +328.3% | +329.9% |
| 5Y | +600.8% | -6.3% | +607.1% | +587.4% |
| All | +1,474.6% | -20.7% | +1,495.3% | +1,266.9% |
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