+81.0%
BSX vs HRB
+209.1%
-128.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | -8.0% | -2.1% | -8.3% |
| 30D | -16.4% | -16.0% | -0.5% | -13.1% |
| 3M | -8.9% | +26.9% | -35.7% | -14.3% |
| 6M | -38.3% | +51.1% | -89.4% | -44.8% |
| YTD | -54.9% | +7.1% | -62.0% | -56.3% |
| 1Y | -58.8% | -9.6% | -49.2% | -58.5% |
| 3Y | -21.2% | +25.4% | -46.6% | -28.7% |
| 5Y | -3.3% | +114.9% | -118.2% | -26.5% |
| All | +81.0% | +209.1% | -128.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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