+1,637.4%
BMY vs HAS
+4,652.9%
-3,015.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | +4.1% | +31.0% | -26.9% | -0.9% |
| 3M | -2.1% | +30.7% | -32.8% | -6.9% |
| 6M | +12.2% | +23.9% | -11.7% | +7.6% |
| YTD | +20.3% | +48.3% | -28.0% | +11.3% |
| 1Y | +39.2% | +60.2% | -21.0% | +26.9% |
| 3Y | +35.6% | +189.2% | -153.6% | +9.5% |
| 5Y | +28.6% | +50.4% | -21.9% | +14.6% |
| 10Y | +73.9% | +104.2% | -30.3% | +39.3% |
| All | +1,637.4% | +4,652.9% | -3,015.5% | +542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling