+30.9%
BMY vs HL
+109.2%
-78.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.8% |
| 7D | +2.1% | -11.1% | +13.2% | +2.4% |
| 30D | +7.0% | -12.1% | +19.1% | +7.3% |
| 3M | -0.9% | -26.1% | +25.2% | -0.3% |
| 6M | +14.9% | -37.7% | +52.7% | +16.0% |
| YTD | +22.8% | -31.7% | +54.5% | +23.0% |
| 1Y | +36.2% | -11.6% | +47.9% | +35.1% |
| 3Y | +45.7% | +249.6% | -204.0% | +34.2% |
| All | +30.9% | +109.2% | -78.3% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling