-1.2%
BSX vs HST
+72.4%
-73.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -6.4% | +2.0% | -8.4% | -6.9% |
| 30D | -8.8% | -5.2% | -3.5% | -7.7% |
| 3M | -7.6% | -6.2% | -1.4% | -6.6% |
| 6M | -37.0% | +20.4% | -57.4% | -40.1% |
| YTD | -52.8% | +30.6% | -83.5% | -56.2% |
| 1Y | -58.4% | +37.4% | -95.8% | -62.0% |
| 3Y | -16.5% | +66.1% | -82.6% | -29.2% |
| 5Y | -1.2% | +73.7% | -74.9% | -20.1% |
| All | -1.2% | +72.4% | -73.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling