+419.4%
BSX vs HBM
+654.4%
-235.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.8% | -11.7% | -6.6% |
| 7D | -6.4% | +7.4% | -13.8% | -7.3% |
| 30D | -8.8% | +5.1% | -13.8% | -9.5% |
| 3M | -7.6% | +11.1% | -18.8% | -9.6% |
| 6M | -37.0% | +30.2% | -67.2% | -40.1% |
| YTD | -52.8% | +46.2% | -99.0% | -56.1% |
| 1Y | -58.4% | +120.0% | -178.5% | -63.5% |
| 3Y | -16.5% | +527.4% | -543.9% | -38.3% |
| 5Y | -1.2% | +400.4% | -401.6% | -27.5% |
| 10Y | +83.7% | +621.5% | -537.8% | +12.5% |
| All | +419.4% | +654.4% | -235.0% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling