+1,016.5%
BSX vs HST
+2,609.8%
-1,593.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | -1.0% | +3.1% | +2.3% |
| 30D | +0.1% | -12.3% | +12.4% | +3.3% |
| 3M | -2.1% | -6.4% | +4.2% | -0.8% |
| 6M | -33.8% | +15.0% | -48.8% | -36.4% |
| YTD | -49.9% | +30.5% | -80.4% | -53.5% |
| 1Y | -55.4% | +35.7% | -91.1% | -59.2% |
| 3Y | -10.9% | +68.4% | -79.2% | -23.9% |
| 5Y | +6.4% | +73.1% | -66.7% | -11.6% |
| 10Y | +97.0% | +92.7% | +4.3% | +51.8% |
| All | +1,016.5% | +2,609.8% | -1,593.3% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling