+113.3%
BSX vs HD
+241.0%
-127.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | +1.5% | +2.2% | +3.1% |
| 30D | +3.1% | +18.0% | -14.9% | -3.8% |
| 3M | -14.2% | +2.8% | -17.0% | -15.2% |
| 6M | -16.4% | +17.0% | -33.4% | -22.2% |
| YTD | -53.5% | +3.5% | -57.0% | -54.8% |
| 1Y | -57.8% | -2.6% | -55.2% | -57.8% |
| 3Y | -17.4% | +30.7% | -48.2% | -30.1% |
| 5Y | +5.4% | +6.2% | -0.8% | -3.7% |
| All | +113.3% | +241.0% | -127.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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