+89.3%
BSX vs HAS
+57.2%
+32.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | -7.0% | -4.8% | -2.2% | -5.8% |
| 30D | -10.9% | -5.1% | -5.8% | -9.7% |
| 3M | -8.2% | +6.4% | -14.6% | -9.8% |
| 6M | -37.5% | -5.6% | -31.8% | -36.9% |
| YTD | -52.8% | +11.0% | -63.8% | -54.6% |
| 1Y | -58.4% | +16.8% | -75.2% | -60.6% |
| 3Y | -16.5% | +44.0% | -60.6% | -27.2% |
| 5Y | -1.0% | +11.0% | -12.0% | -8.1% |
| All | +89.3% | +57.2% | +32.1% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling