+81.0%
BSX vs HL
+273.7%
-192.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -10.1% | -4.4% | -5.7% | -9.8% |
| 30D | -16.4% | +9.3% | -25.7% | -17.1% |
| 3M | -8.9% | +32.0% | -40.9% | -11.3% |
| 6M | -38.3% | -6.4% | -31.8% | -38.4% |
| YTD | -54.9% | +3.1% | -58.1% | -55.8% |
| 1Y | -58.8% | +77.6% | -136.4% | -61.7% |
| 3Y | -21.2% | +392.8% | -414.1% | -34.9% |
| 5Y | -3.3% | +234.1% | -237.4% | -19.4% |
| All | +81.0% | +273.7% | -192.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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