+59.3%
BMY vs HDB
+64.3%
-5.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.0% | +6.9% | -8.9% | -3.1% |
| 30D | +9.3% | +15.2% | -6.0% | +6.6% |
| 3M | -0.1% | +11.7% | -11.8% | -2.1% |
| 6M | +15.5% | +7.5% | +7.9% | +13.6% |
| YTD | +21.8% | -28.8% | +50.6% | +28.1% |
| 1Y | +34.9% | -29.1% | +64.0% | +41.9% |
| 3Y | +43.2% | -7.0% | +50.2% | +42.2% |
| 5Y | +30.7% | -22.1% | +52.8% | +32.4% |
| 10Y | +59.3% | +64.9% | -5.6% | +54.6% |
| All | +59.3% | +64.3% | -5.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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