+23.9%
BMY vs HBM
+336.0%
-312.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | -0.9% |
| 7D | -6.4% | -3.7% | -2.6% | -6.3% |
| 30D | +0.2% | -3.7% | +3.9% | +0.3% |
| 3M | +16.0% | +8.0% | +7.9% | +15.7% |
| 6M | +8.3% | +15.8% | -7.5% | +7.6% |
| YTD | +22.2% | +34.4% | -12.2% | +20.8% |
| 1Y | +41.7% | +98.2% | -56.5% | +38.7% |
| 3Y | +20.7% | +476.6% | -455.9% | +13.3% |
| 5Y | +23.9% | +331.1% | -307.2% | +18.1% |
| All | +23.9% | +336.0% | -312.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling