+36.2%
HST vs BMRN
+18.4%
+17.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -0.7% | -5.8% | +5.1% | -0.6% |
| 3M | -4.0% | +16.6% | -20.6% | -4.5% |
| 6M | +20.7% | +7.6% | +13.1% | +20.4% |
| YTD | +31.0% | +10.2% | +20.8% | +30.7% |
| 1Y | +36.2% | +20.2% | +16.0% | +35.7% |
| All | +36.2% | +18.4% | +17.8% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling