+60.7%
BMY vs HIG
+313.7%
-252.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +13.1% | +6.7% | +6.4% | +11.4% |
| 6M | +8.4% | +2.0% | +6.4% | +7.8% |
| YTD | +22.0% | +0.3% | +21.7% | +21.7% |
| 1Y | +40.3% | +4.2% | +36.1% | +38.7% |
| 3Y | +20.5% | +102.2% | -81.7% | +2.8% |
| 5Y | +23.7% | +118.5% | -94.8% | +2.8% |
| All | +60.7% | +313.7% | -252.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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