+91.2%
BSX vs HST
+101.1%
-9.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | -10.9% | -2.8% | -8.1% | -10.2% |
| 3M | -8.2% | -6.5% | -1.7% | -6.6% |
| 6M | -37.5% | +20.7% | -58.2% | -41.4% |
| YTD | -52.8% | +30.5% | -83.3% | -57.1% |
| 1Y | -58.4% | +36.8% | -95.2% | -62.8% |
| 3Y | -16.5% | +65.9% | -82.4% | -31.4% |
| 5Y | -1.0% | +73.9% | -74.9% | -22.6% |
| 10Y | +91.2% | +107.0% | -15.8% | +34.5% |
| All | +91.2% | +101.1% | -9.8% | +34.5% |
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