+541.1%
HST vs BMRN
+325.9%
+215.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | +3.6% | +1.0% | +2.6% | +3.4% |
| 30D | +9.9% | +4.3% | +5.6% | +9.0% |
| 3M | +12.9% | -19.3% | +32.2% | +17.3% |
| 6M | +22.9% | +7.2% | +15.6% | +20.5% |
| YTD | +52.4% | -4.6% | +57.0% | +52.4% |
| 1Y | +52.5% | +2.5% | +50.0% | +50.0% |
| 3Y | +87.4% | -32.5% | +119.9% | +96.5% |
| 5Y | +82.9% | -30.6% | +113.6% | +88.8% |
| 10Y | +134.8% | -38.0% | +172.8% | +134.8% |
| All | +541.1% | +325.9% | +215.1% | +326.6% |
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