+212.1%
BMY vs HDB
+4,284.7%
-4,072.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +1.8% | +12.7% | -10.9% | -0.5% |
| 30D | +6.2% | +16.6% | -10.4% | +3.1% |
| 3M | -2.1% | +10.8% | -12.9% | -4.2% |
| 6M | +14.3% | +3.8% | +10.4% | +12.9% |
| YTD | +21.6% | -28.9% | +50.5% | +28.7% |
| 1Y | +38.8% | -28.0% | +66.8% | +46.5% |
| 3Y | +42.9% | -7.2% | +50.1% | +42.0% |
| 5Y | +30.1% | -22.2% | +52.3% | +31.7% |
| 10Y | +58.2% | +63.6% | -5.4% | +33.5% |
| All | +212.1% | +4,284.7% | -4,072.5% | +49.1% |
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 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