+455.2%
BMY vs HBM
+456.2%
-1.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +2.1% | +2.2% | -0.2% | +1.9% |
| 30D | +7.0% | -11.8% | +18.8% | +7.7% |
| 3M | -0.9% | -19.2% | +18.3% | +0.1% |
| 6M | +14.9% | -22.9% | +37.8% | +15.9% |
| YTD | +22.8% | +7.8% | +15.0% | +20.5% |
| 1Y | +36.2% | +34.9% | +1.3% | +31.7% |
| 3Y | +45.7% | +422.2% | -376.5% | +25.9% |
| 5Y | +31.3% | +192.8% | -161.6% | +15.6% |
| 10Y | +60.6% | +281.1% | -220.5% | +28.1% |
| All | +455.2% | +456.2% | -1.0% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling