+20.5%
BMY vs HL
+391.6%
-371.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -4.8% | -4.4% | -0.4% | -4.7% |
| 30D | -0.1% | +9.3% | -9.4% | -0.3% |
| 3M | +13.1% | +32.0% | -18.9% | +12.4% |
| 6M | +8.4% | -6.4% | +14.8% | +8.4% |
| YTD | +22.0% | +3.1% | +18.8% | +21.2% |
| 1Y | +40.3% | +77.6% | -37.3% | +36.9% |
| 3Y | +20.5% | +392.8% | -372.3% | +8.8% |
| All | +20.5% | +391.6% | -371.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling