+87.7%
HST vs BMRN
-31.8%
+119.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | +3.6% | +1.0% | +2.6% | +3.4% |
| 30D | +9.9% | +4.3% | +5.6% | +9.1% |
| 3M | +12.9% | -19.3% | +32.2% | +16.6% |
| 6M | +22.9% | +7.2% | +15.6% | +20.5% |
| YTD | +52.4% | -4.6% | +57.0% | +52.5% |
| 1Y | +52.5% | +2.5% | +50.0% | +50.0% |
| All | +87.7% | -31.8% | +119.5% | +96.4% |
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 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