+109.0%
HST vs BMRN
-29.6%
+138.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.9% | -1.3% | +2.1% | +1.1% |
| 30D | -2.5% | -6.5% | +4.0% | -1.1% |
| 3M | -5.1% | +18.3% | -23.4% | -8.8% |
| 6M | +21.6% | +8.9% | +12.7% | +18.6% |
| YTD | +31.6% | +10.5% | +21.1% | +27.7% |
| 1Y | +36.1% | +17.5% | +18.7% | +29.5% |
| 3Y | +66.5% | -27.7% | +94.2% | +73.4% |
| 5Y | +76.6% | -15.8% | +92.4% | +75.8% |
| All | +109.0% | -29.6% | +138.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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