+2,751.5%
HST vs BIIB
+7,261.0%
-4,509.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -12.3% | +6.9% | -19.1% | -13.0% |
| 3M | -6.4% | +12.4% | -18.8% | -7.9% |
| 6M | +15.0% | +16.3% | -1.3% | +12.6% |
| YTD | +30.5% | +25.5% | +5.0% | +26.4% |
| 1Y | +35.7% | +57.8% | -22.1% | +27.6% |
| 3Y | +68.4% | -17.3% | +85.7% | +70.2% |
| 5Y | +73.1% | -33.8% | +106.9% | +77.7% |
| 10Y | +92.7% | -29.6% | +122.3% | +84.8% |
| All | +2,751.5% | +7,261.0% | -4,509.5% | +1,353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling