+81.5%
BSX vs HAS
+59.3%
+22.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.5% | -4.5% |
| 7D | -8.2% | -3.1% | -5.1% | -7.5% |
| 30D | -15.8% | -6.4% | -9.4% | -14.4% |
| 3M | -10.8% | +10.4% | -21.2% | -13.3% |
| 6M | -38.4% | -3.7% | -34.7% | -38.2% |
| YTD | -54.8% | +12.5% | -67.3% | -56.7% |
| 1Y | -59.0% | +19.8% | -78.9% | -61.5% |
| 3Y | -20.0% | +46.0% | -66.0% | -30.5% |
| 5Y | -3.1% | +12.5% | -15.6% | -10.3% |
| All | +81.5% | +59.3% | +22.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HAS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling