+36.8%
HST vs BIIB
+49.3%
-12.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.2% |
| 6M | +20.7% | +11.9% | +8.8% | +18.5% |
| YTD | +30.5% | +19.7% | +10.7% | +26.0% |
| 1Y | +36.8% | +46.7% | -10.0% | +28.7% |
| All | +36.8% | +49.3% | -12.5% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling