+1,749.1%
BMY vs HAS
+3,598.5%
-1,849.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | +5.0% | +2.3% | +2.7% | +4.5% |
| 3M | +19.4% | +10.4% | +9.0% | +17.1% |
| 6M | +9.5% | -3.2% | +12.8% | +9.7% |
| YTD | +28.1% | +15.4% | +12.7% | +24.0% |
| 1Y | +50.0% | +18.8% | +31.2% | +44.3% |
| 3Y | +24.1% | +43.9% | -19.9% | +13.5% |
| 5Y | +25.0% | +13.9% | +11.1% | +17.2% |
| 10Y | +68.7% | +56.4% | +12.2% | +41.8% |
| All | +1,749.1% | +3,598.5% | -1,849.3% | +615.5% |
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