+1,581.2%
HWM vs BIIB
-24.7%
+1,606.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | -5.4% | -2.7% | -7.5% |
| 30D | -18.0% | +1.7% | -19.7% | -18.1% |
| 3M | -9.5% | +5.8% | -15.3% | -10.2% |
| 6M | -8.4% | +11.9% | -20.3% | -9.8% |
| YTD | +13.6% | +19.7% | -6.1% | +11.0% |
| 1Y | +30.2% | +46.7% | -16.5% | +24.4% |
| 3Y | +392.2% | -18.6% | +410.9% | +396.8% |
| 5Y | +645.2% | -29.8% | +675.0% | +652.4% |
| All | +1,581.2% | -24.7% | +1,606.0% | +1,431.6% |
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