+23.9%
BMY vs HL
+232.7%
-208.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.9% |
| 7D | -6.4% | -5.6% | -0.8% | -6.2% |
| 30D | +0.2% | +12.7% | -12.5% | -0.1% |
| 3M | +16.0% | +42.5% | -26.6% | +14.7% |
| 6M | +8.3% | -9.0% | +17.3% | +8.4% |
| YTD | +22.2% | +4.4% | +17.8% | +21.2% |
| 1Y | +41.7% | +82.7% | -41.0% | +37.4% |
| 3Y | +20.7% | +406.3% | -385.6% | +10.3% |
| 5Y | +23.9% | +238.2% | -214.2% | +13.1% |
| All | +23.9% | +232.7% | -208.7% | +13.1% |
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