+113.3%
BSX vs HST
+133.7%
-20.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.7% | +3.6% | +0.1% | +2.6% |
| 30D | +3.1% | +11.2% | -8.1% | -0.2% |
| 3M | -14.2% | +13.1% | -27.3% | -17.4% |
| 6M | -16.4% | +23.9% | -40.3% | -22.1% |
| YTD | -53.5% | +52.3% | -105.8% | -59.7% |
| 1Y | -57.8% | +56.7% | -114.4% | -63.7% |
| 3Y | -17.4% | +87.5% | -105.0% | -34.6% |
| 5Y | +5.4% | +82.8% | -77.4% | -18.5% |
| All | +113.3% | +133.7% | -20.4% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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