+65.0%
HST vs BMRN
-28.6%
+93.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.3% | -3.8% | +3.5% | +0.2% |
| 30D | -2.8% | -6.5% | +3.7% | -1.9% |
| 3M | -6.5% | +11.2% | -17.7% | -8.2% |
| 6M | +20.7% | +5.8% | +14.9% | +19.3% |
| YTD | +30.5% | +8.4% | +22.1% | +28.3% |
| 1Y | +36.8% | +15.7% | +21.1% | +32.5% |
| All | +65.0% | -28.6% | +93.6% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling