+81.0%
BSX vs HLT
+590.2%
-509.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | -1.6% | -8.5% | -9.5% |
| 30D | -16.4% | -5.0% | -11.4% | -14.7% |
| 3M | -8.9% | -10.4% | +1.5% | -5.1% |
| 6M | -38.3% | +3.2% | -41.5% | -39.7% |
| YTD | -54.9% | +6.7% | -61.7% | -56.8% |
| 1Y | -58.8% | +10.3% | -69.1% | -61.2% |
| 3Y | -21.2% | +99.3% | -120.6% | -43.3% |
| 5Y | -3.3% | +143.7% | -147.0% | -38.3% |
| All | +81.0% | +590.2% | -509.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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