+24.3%
BMY vs HAL
+112.2%
-87.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -0.7% | +10.9% | -11.5% | -1.4% |
| 3M | +15.3% | -5.8% | +21.2% | +15.7% |
| 6M | +8.5% | +8.1% | +0.4% | +7.7% |
| YTD | +23.4% | +33.2% | -9.8% | +20.4% |
| 1Y | +42.9% | +74.2% | -31.2% | +36.2% |
| 3Y | +22.0% | -3.7% | +25.6% | +19.4% |
| 5Y | +24.3% | +111.9% | -87.6% | +18.0% |
| All | +24.3% | +112.2% | -87.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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