+1,690.2%
BMY vs HL
+60.3%
+1,629.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.2% |
| 7D | -3.3% | +7.1% | -10.4% | -3.5% |
| 30D | 0.0% | +21.4% | -21.5% | -0.5% |
| 3M | +17.7% | +37.4% | -19.7% | +16.8% |
| 6M | +9.6% | +0.4% | +9.2% | +9.4% |
| YTD | +24.0% | +6.7% | +17.3% | +23.3% |
| 1Y | +45.1% | +102.4% | -57.3% | +42.0% |
| 3Y | +22.5% | +417.4% | -394.9% | +16.5% |
| 5Y | +22.3% | +243.3% | -221.0% | +16.6% |
| 10Y | +62.0% | +242.6% | -180.6% | +51.0% |
| All | +1,690.2% | +60.3% | +1,629.9% | +1,646.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling