+22.3%
BMY vs HST
+72.4%
-50.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -3.3% | +2.0% | -5.3% | -3.6% |
| 30D | 0.0% | -5.2% | +5.2% | +0.6% |
| 3M | +17.7% | -6.2% | +24.0% | +18.6% |
| 6M | +9.6% | +20.4% | -10.8% | +6.8% |
| YTD | +24.0% | +30.6% | -6.6% | +19.3% |
| 1Y | +45.1% | +37.4% | +7.8% | +38.6% |
| 3Y | +22.5% | +66.1% | -43.6% | +14.3% |
| 5Y | +22.3% | +73.7% | -51.4% | +14.0% |
| All | +22.3% | +72.4% | -50.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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