-3.1%
BSX vs HBM
+336.0%
-339.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.4% | -3.4% |
| 7D | -8.2% | -3.7% | -4.5% | -7.9% |
| 30D | -15.8% | -3.7% | -12.1% | -15.6% |
| 3M | -10.8% | +8.0% | -18.8% | -12.0% |
| 6M | -38.4% | +15.8% | -54.2% | -40.2% |
| YTD | -54.8% | +34.4% | -89.2% | -57.1% |
| 1Y | -59.0% | +98.2% | -157.2% | -63.2% |
| 3Y | -20.0% | +476.6% | -496.6% | -39.5% |
| 5Y | -3.1% | +331.1% | -334.2% | -25.5% |
| All | -3.1% | +336.0% | -339.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling