+60.7%
BMY vs HL
+273.7%
-213.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -4.8% | -4.4% | -0.4% | -4.6% |
| 30D | -0.1% | +9.3% | -9.4% | -0.5% |
| 3M | +13.1% | +32.0% | -18.9% | +11.5% |
| 6M | +8.4% | -6.4% | +14.8% | +8.2% |
| YTD | +22.0% | +3.1% | +18.8% | +20.7% |
| 1Y | +40.3% | +77.6% | -37.3% | +34.9% |
| 3Y | +20.5% | +392.8% | -372.3% | +8.3% |
| 5Y | +23.7% | +234.1% | -210.4% | +11.8% |
| All | +60.7% | +273.7% | -213.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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