+57.5%
BMY vs HAS
+106.1%
-48.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | +5.1% | +29.6% | -24.5% | +0.7% |
| 3M | -3.0% | +30.3% | -33.3% | -7.2% |
| 6M | +13.1% | +25.6% | -12.6% | +8.5% |
| YTD | +20.3% | +50.8% | -30.5% | +11.7% |
| 1Y | +39.0% | +63.0% | -24.0% | +27.4% |
| 3Y | +42.0% | +211.6% | -169.6% | +15.8% |
| 5Y | +28.5% | +50.4% | -21.9% | +16.0% |
| 10Y | +57.5% | +101.9% | -44.4% | +25.7% |
| All | +57.5% | +106.1% | -48.6% | +25.7% |
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