+62.0%
BMY vs HAS
+53.3%
+8.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.8% |
| 7D | -3.3% | -3.1% | -0.2% | -2.8% |
| 30D | 0.0% | -2.7% | +2.7% | +0.4% |
| 3M | +17.7% | +8.9% | +8.8% | +15.9% |
| 6M | +9.6% | -2.9% | +12.5% | +9.7% |
| YTD | +24.0% | +12.6% | +11.3% | +20.9% |
| 1Y | +45.1% | +17.5% | +27.6% | +40.4% |
| 3Y | +22.5% | +46.2% | -23.7% | +12.5% |
| 5Y | +22.3% | +12.6% | +9.7% | +15.8% |
| 10Y | +62.0% | +55.7% | +6.3% | +39.8% |
| All | +62.0% | +53.3% | +8.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling