+91.8%
BMY vs HLT
+641.8%
-550.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | -0.1% | -5.0% | +4.9% | +0.9% |
| 3M | +13.1% | -10.4% | +23.5% | +15.4% |
| 6M | +8.4% | +3.2% | +5.2% | +7.4% |
| YTD | +22.0% | +6.7% | +15.2% | +19.9% |
| 1Y | +40.3% | +10.3% | +30.0% | +36.8% |
| 3Y | +20.5% | +99.3% | -78.8% | +2.8% |
| 5Y | +23.7% | +143.7% | -120.0% | -1.9% |
| 10Y | +62.6% | +584.7% | -522.1% | -8.4% |
| All | +91.8% | +641.8% | -550.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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