-11.3%
BSX vs HST
+67.0%
-78.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | -1.0% | +3.1% | +2.2% |
| 30D | +0.1% | -12.3% | +12.4% | +1.9% |
| 3M | -2.1% | -6.4% | +4.2% | -1.5% |
| 6M | -33.8% | +15.0% | -48.8% | -35.7% |
| YTD | -49.9% | +30.5% | -80.4% | -52.7% |
| 1Y | -55.4% | +35.7% | -91.1% | -58.4% |
| All | -11.3% | +67.0% | -78.3% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling