+209.8%
BMY vs HDB
+4,239.1%
-4,029.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -1.3% | +4.1% | -5.4% | -2.0% |
| 30D | +10.0% | +13.0% | -3.0% | +7.4% |
| 3M | -1.2% | +11.3% | -12.4% | -3.3% |
| 6M | +12.8% | +6.9% | +5.9% | +10.9% |
| YTD | +20.7% | -29.6% | +50.3% | +28.0% |
| 1Y | +32.6% | -29.5% | +62.1% | +40.6% |
| 3Y | +41.8% | -8.1% | +50.0% | +41.2% |
| 5Y | +29.0% | -23.4% | +52.4% | +31.0% |
| 10Y | +57.8% | +62.9% | -5.2% | +33.3% |
| All | +209.8% | +4,239.1% | -4,029.4% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling