+540.6%
HST vs BMRN
+329.9%
+210.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +3.6% | +2.1% | +1.4% | +3.2% |
| 30D | +11.2% | +3.8% | +7.4% | +10.4% |
| 3M | +13.1% | -16.5% | +29.6% | +16.8% |
| 6M | +23.9% | +6.9% | +17.0% | +21.6% |
| YTD | +52.3% | -3.7% | +56.0% | +52.0% |
| 1Y | +56.7% | +5.6% | +51.1% | +53.2% |
| 3Y | +87.5% | -31.4% | +118.9% | +96.0% |
| 5Y | +82.8% | -30.0% | +112.8% | +88.3% |
| 10Y | +134.6% | -37.4% | +172.0% | +134.2% |
| All | +540.6% | +329.9% | +210.7% | +325.5% |
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