+90.4%
HST vs BIIB
+12.4%
+78.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +0.6% | +1.7% | -1.2% | +0.2% |
| 30D | +14.5% | +12.2% | +2.3% | +11.2% |
| 3M | +15.4% | +22.3% | -6.9% | +9.5% |
| 6M | +22.0% | +30.9% | -8.9% | +12.8% |
| YTD | +54.9% | +43.9% | +11.0% | +38.0% |
| 1Y | +54.0% | +62.1% | -8.1% | +31.6% |
| 3Y | +90.4% | +12.7% | +77.8% | +76.3% |
| All | +90.4% | +12.4% | +78.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling