+932.4%
BSX vs HST
+3,064.4%
-2,132.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -1.0% | +3.6% | -4.6% | -1.9% |
| 30D | +2.1% | +9.9% | -7.9% | -0.3% |
| 3M | -14.0% | +12.9% | -27.0% | -16.6% |
| 6M | -18.3% | +22.9% | -41.2% | -22.7% |
| YTD | -53.6% | +52.4% | -106.1% | -58.7% |
| 1Y | -57.6% | +52.5% | -110.1% | -62.2% |
| 3Y | -14.3% | +87.4% | -101.7% | -28.6% |
| 5Y | +5.1% | +82.9% | -77.9% | -13.8% |
| 10Y | +105.6% | +134.8% | -29.2% | +50.9% |
| All | +932.4% | +3,064.4% | -2,132.0% | +361.2% |
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