+1,749.1%
BMY vs HRB
+3,357.9%
-1,608.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.1% |
| 7D | +0.4% | -5.7% | +6.0% | +1.5% |
| 30D | +5.0% | +7.9% | -2.9% | +3.1% |
| 3M | +19.4% | +32.1% | -12.7% | +12.4% |
| 6M | +9.5% | +62.2% | -52.7% | -1.9% |
| YTD | +28.1% | +16.4% | +11.7% | +21.9% |
| 1Y | +50.0% | -0.3% | +50.3% | +47.0% |
| 3Y | +24.1% | +36.0% | -12.0% | +12.8% |
| 5Y | +25.0% | +125.2% | -100.2% | 0.0% |
| 10Y | +68.7% | +237.7% | -169.0% | +15.3% |
| All | +1,749.1% | +3,357.9% | -1,608.7% | +409.6% |
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