+64.6%
BMY vs HDB
+32.4%
+32.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.1% |
| 7D | -4.8% | -4.9% | +0.1% | -4.0% |
| 30D | -0.7% | -5.8% | +5.2% | +0.4% |
| 3M | +15.3% | -5.2% | +20.5% | +16.1% |
| 6M | +8.5% | -25.7% | +34.2% | +13.8% |
| YTD | +23.4% | -39.6% | +63.0% | +33.9% |
| 1Y | +42.9% | -36.9% | +79.8% | +53.8% |
| 3Y | +22.0% | -29.7% | +51.7% | +27.5% |
| 5Y | +24.3% | -37.8% | +62.1% | +31.4% |
| 10Y | +64.6% | +33.7% | +30.9% | +61.6% |
| All | +64.6% | +32.4% | +32.1% | +61.6% |
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