+275.4%
BSX vs HLT
+641.9%
-366.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -8.2% | -2.6% | -5.6% | -7.2% |
| 30D | -15.8% | -2.6% | -13.2% | -15.0% |
| 3M | -10.8% | -9.4% | -1.4% | -7.6% |
| 6M | -38.4% | +2.7% | -41.1% | -39.7% |
| YTD | -54.8% | +6.8% | -61.6% | -56.6% |
| 1Y | -59.0% | +12.4% | -71.4% | -61.6% |
| 3Y | -20.0% | +100.2% | -120.2% | -41.5% |
| 5Y | -3.1% | +143.7% | -146.8% | -36.5% |
| 10Y | +83.3% | +584.9% | -501.5% | -20.6% |
| All | +275.4% | +641.9% | -366.5% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling