+250.7%
HOOD vs BSX
+5.0%
+245.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -3.1% |
| 7D | +17.1% | +2.0% | +15.1% | +15.4% |
| 30D | +31.6% | +0.1% | +31.5% | +31.2% |
| 3M | +38.2% | -2.1% | +40.4% | +38.6% |
| 6M | +48.5% | -33.8% | +82.3% | +87.6% |
| YTD | +8.0% | -49.9% | +57.8% | +63.7% |
| 1Y | +18.7% | -55.4% | +74.1% | +96.1% |
| 3Y | +999.1% | -10.9% | +1,010.0% | +1,116.7% |
| 5Y | +181.7% | +6.4% | +175.3% | +112.8% |
| All | +250.7% | +5.0% | +245.7% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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