+107.0%
HST vs BIIB
-30.8%
+137.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.3% | -5.4% | +5.0% | +0.3% |
| 30D | -2.8% | +1.7% | -4.5% | -3.0% |
| 3M | -6.5% | +5.8% | -12.3% | -7.3% |
| 6M | +20.7% | +11.9% | +8.8% | +18.6% |
| YTD | +30.5% | +19.7% | +10.7% | +26.9% |
| 1Y | +36.8% | +46.7% | -10.0% | +29.6% |
| 3Y | +65.9% | -18.6% | +84.5% | +66.2% |
| 5Y | +73.9% | -29.8% | +103.7% | +73.6% |
| 10Y | +107.0% | -28.8% | +135.9% | +91.8% |
| All | +107.0% | -30.8% | +137.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling