+54.8%
BSX vs HUT
+405.9%
-351.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -3.9% |
| 7D | -8.2% | +2.8% | -11.0% | -8.3% |
| 30D | -15.8% | +2.1% | -17.9% | -16.0% |
| 3M | -10.8% | -14.3% | +3.4% | -10.8% |
| 6M | -38.4% | +84.2% | -122.6% | -40.7% |
| YTD | -54.8% | +97.2% | -152.0% | -56.8% |
| 1Y | -59.0% | +192.7% | -251.8% | -61.8% |
| 3Y | -20.0% | +712.6% | -732.5% | -31.6% |
| 5Y | -3.1% | +85.5% | -88.5% | -16.4% |
| All | +54.8% | +405.9% | -351.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HUT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling