+1,655.9%
BMY vs HAL
+499.7%
+1,156.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.8% | -6.5% | +8.3% | +2.6% |
| 30D | +6.2% | -2.1% | +8.3% | +6.4% |
| 3M | -2.1% | -4.9% | +2.7% | -1.8% |
| 6M | +14.3% | -19.3% | +33.6% | +16.8% |
| YTD | +21.6% | +14.3% | +7.3% | +18.8% |
| 1Y | +38.8% | +17.3% | +21.5% | +35.0% |
| 3Y | +42.9% | -10.9% | +53.8% | +41.8% |
| 5Y | +30.1% | +47.4% | -17.3% | +18.2% |
| 10Y | +58.2% | -20.8% | +79.0% | +43.0% |
| All | +1,655.9% | +499.7% | +1,156.2% | +954.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling