+66.1%
HST vs BIIB
-19.0%
+85.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +1.1% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | -5.2% | +2.2% | -7.4% | -5.9% |
| 3M | -6.2% | +10.3% | -16.6% | -9.3% |
| 6M | +20.4% | +14.9% | +5.5% | +14.5% |
| YTD | +30.6% | +20.7% | +9.9% | +21.4% |
| 1Y | +37.4% | +50.3% | -13.0% | +17.5% |
| 3Y | +66.1% | -18.0% | +84.1% | +72.6% |
| All | +66.1% | -19.0% | +85.1% | +72.6% |
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