+950.6%
BSX vs HRB
+1,566.4%
-615.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.5% | +0.6% | -4.2% |
| 7D | -6.4% | -9.1% | +2.6% | -4.1% |
| 30D | -8.8% | +0.3% | -9.0% | -9.3% |
| 3M | -7.6% | +23.4% | -31.0% | -13.3% |
| 6M | -37.0% | +45.1% | -82.1% | -44.0% |
| YTD | -52.8% | +8.9% | -61.7% | -54.9% |
| 1Y | -58.4% | -7.9% | -50.5% | -58.5% |
| 3Y | -16.5% | +27.9% | -44.4% | -25.6% |
| 5Y | -1.2% | +108.3% | -109.5% | -25.3% |
| 10Y | +83.7% | +208.4% | -124.7% | +15.1% |
| All | +950.6% | +1,566.4% | -615.8% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling