+266.8%
BSX vs HIG
+986.1%
-719.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -1.5% | -8.6% | -9.8% |
| 30D | -16.4% | -0.4% | -16.1% | -16.4% |
| 3M | -8.9% | +6.7% | -15.5% | -10.2% |
| 6M | -38.3% | +2.0% | -40.2% | -38.6% |
| YTD | -54.9% | +0.3% | -55.2% | -55.1% |
| 1Y | -58.8% | +4.2% | -63.0% | -59.3% |
| 3Y | -21.2% | +102.2% | -123.5% | -33.0% |
| 5Y | -3.3% | +118.5% | -121.8% | -19.5% |
| 10Y | +82.8% | +311.1% | -228.3% | +29.7% |
| All | +266.8% | +986.1% | -719.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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