+109.9%
BSX vs HST
+143.8%
-33.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +2.9% | +13.4% | -10.4% | -0.9% |
| 3M | -11.8% | +16.7% | -28.5% | -15.9% |
| 6M | -15.4% | +24.0% | -39.4% | -21.2% |
| YTD | -52.7% | +54.0% | -106.6% | -59.0% |
| 1Y | -56.0% | +55.0% | -111.0% | -62.0% |
| 3Y | -12.5% | +89.3% | -101.8% | -30.8% |
| 5Y | +7.6% | +85.4% | -77.9% | -17.1% |
| 10Y | +109.9% | +137.1% | -27.2% | +53.4% |
| All | +109.9% | +143.8% | -33.9% | +53.4% |
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