+22.3%
BMY vs HDB
-37.8%
+60.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.8% |
| 7D | -3.3% | -2.0% | -1.3% | -3.1% |
| 30D | 0.0% | -4.9% | +4.8% | +0.5% |
| 3M | +17.7% | -2.3% | +20.0% | +17.9% |
| 6M | +9.6% | -23.7% | +33.3% | +12.5% |
| YTD | +24.0% | -38.5% | +62.5% | +29.9% |
| 1Y | +45.1% | -36.5% | +81.6% | +51.5% |
| 3Y | +22.5% | -28.5% | +50.9% | +26.2% |
| 5Y | +22.3% | -37.4% | +59.7% | +27.1% |
| All | +22.3% | -37.8% | +60.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling