+81.0%
BSX vs HPE
+581.3%
-500.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.9% |
| 7D | -10.1% | +19.4% | -29.5% | -13.7% |
| 30D | -16.4% | +5.6% | -22.0% | -17.8% |
| 3M | -8.9% | +33.1% | -41.9% | -15.5% |
| 6M | -38.3% | +192.5% | -230.7% | -54.1% |
| YTD | -54.9% | +160.9% | -215.8% | -65.7% |
| 1Y | -58.8% | +155.0% | -213.8% | -68.7% |
| 3Y | -21.2% | +289.4% | -310.6% | -50.2% |
| 5Y | -3.3% | +395.7% | -399.0% | -45.9% |
| All | +81.0% | +581.3% | -500.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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