+1,673.5%
BMY vs HAL
+535.9%
+1,137.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | +2.1% | +6.1% | -4.0% | +1.4% |
| 30D | +7.0% | +2.9% | +4.1% | +6.5% |
| 3M | -0.9% | +3.3% | -4.2% | -1.5% |
| 6M | +14.9% | -16.9% | +31.8% | +17.1% |
| YTD | +22.8% | +21.2% | +1.6% | +19.1% |
| 1Y | +36.2% | +27.5% | +8.7% | +31.2% |
| 3Y | +45.7% | -6.4% | +52.1% | +43.7% |
| 5Y | +31.3% | +58.0% | -26.7% | +18.3% |
| 10Y | +60.6% | -14.6% | +75.2% | +43.9% |
| All | +1,673.5% | +535.9% | +1,137.7% | +957.4% |
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