+1,673.5%
BMY vs HRB
+3,424.8%
-1,751.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +2.1% | -5.1% | +7.2% | +3.1% |
| 30D | +7.0% | +8.7% | -1.7% | +5.3% |
| 3M | -0.9% | -5.4% | +4.5% | 0.0% |
| 6M | +14.9% | +41.6% | -26.6% | +6.5% |
| YTD | +22.8% | +18.7% | +4.2% | +16.3% |
| 1Y | +36.2% | +16.4% | +19.8% | +29.4% |
| 3Y | +45.7% | +22.0% | +23.7% | +35.4% |
| 5Y | +31.3% | +141.2% | -110.0% | +3.6% |
| 10Y | +60.6% | +223.1% | -162.5% | +11.0% |
| All | +1,673.5% | +3,424.8% | -1,751.3% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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