+23.9%
BMY vs HIG
+118.8%
-94.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -6.4% | -2.3% | -4.1% | -5.7% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +16.0% | +6.3% | +9.7% | +13.7% |
| 6M | +8.3% | +0.6% | +7.7% | +7.9% |
| YTD | +22.2% | +0.6% | +21.6% | +21.6% |
| 1Y | +41.7% | +6.1% | +35.6% | +38.7% |
| 3Y | +20.7% | +102.0% | -81.3% | +0.2% |
| 5Y | +23.9% | +119.2% | -95.3% | -0.5% |
| All | +23.9% | +118.8% | -94.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling