+449.0%
HST vs BMRN
+399.8%
+49.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +2.9% | -3.9% | -1.6% |
| 30D | -12.3% | +11.0% | -23.3% | -14.1% |
| 3M | -6.4% | +17.8% | -24.2% | -9.4% |
| 6M | +15.0% | +10.1% | +4.9% | +12.3% |
| YTD | +30.5% | +11.9% | +18.6% | +26.9% |
| 1Y | +35.7% | +17.2% | +18.4% | +30.1% |
| 3Y | +68.4% | -28.5% | +96.9% | +74.4% |
| 5Y | +73.1% | -21.7% | +94.8% | +74.5% |
| 10Y | +92.7% | -30.5% | +123.2% | +88.5% |
| All | +449.0% | +399.8% | +49.2% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling