+113.3%
BSX vs HAS
+97.5%
+15.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +3.7% | +1.4% | +2.3% | +3.4% |
| 30D | +3.1% | +26.3% | -23.2% | -2.9% |
| 3M | -14.2% | +25.6% | -39.8% | -19.2% |
| 6M | -16.4% | +30.3% | -46.7% | -22.3% |
| YTD | -53.5% | +50.4% | -103.9% | -58.7% |
| 1Y | -57.8% | +57.7% | -115.5% | -63.0% |
| 3Y | -17.4% | +213.4% | -230.8% | -42.0% |
| 5Y | +5.4% | +49.1% | -43.7% | -9.2% |
| All | +113.3% | +97.5% | +15.7% | +59.8% |
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