+112.6%
BSX vs HD
+240.6%
-128.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | +2.1% | +18.5% | -16.4% | -4.9% |
| 3M | -14.0% | +2.2% | -16.2% | -14.8% |
| 6M | -18.3% | +13.8% | -32.1% | -23.0% |
| YTD | -53.6% | +3.4% | -57.1% | -54.9% |
| 1Y | -57.6% | -3.5% | -54.0% | -57.5% |
| 3Y | -14.3% | +29.0% | -43.3% | -27.0% |
| 5Y | +5.1% | +6.1% | -1.0% | -4.0% |
| All | +112.6% | +240.6% | -128.0% | +16.0% |
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