+73.9%
HST vs BMRN
-18.1%
+92.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.3% | -3.8% | +3.5% | +0.5% |
| 30D | -2.8% | -6.5% | +3.7% | -1.4% |
| 3M | -6.5% | +11.2% | -17.7% | -9.1% |
| 6M | +20.7% | +5.8% | +14.9% | +18.4% |
| YTD | +30.5% | +8.4% | +22.1% | +27.0% |
| 1Y | +36.8% | +15.7% | +21.1% | +30.1% |
| 3Y | +65.9% | -28.6% | +94.5% | +75.9% |
| 5Y | +73.9% | -19.6% | +93.5% | +75.7% |
| All | +73.9% | -18.1% | +92.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling