+1,749.1%
BMY vs HST
+1,330.6%
+418.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | +5.0% | -12.3% | +17.3% | +7.1% |
| 3M | +19.4% | -6.4% | +25.7% | +20.5% |
| 6M | +9.5% | +15.0% | -5.5% | +7.0% |
| YTD | +28.1% | +30.5% | -2.4% | +22.5% |
| 1Y | +50.0% | +35.7% | +14.3% | +42.4% |
| 3Y | +24.1% | +68.4% | -44.3% | +13.1% |
| 5Y | +25.0% | +73.1% | -48.1% | +11.3% |
| 10Y | +68.7% | +92.7% | -24.1% | +41.0% |
| All | +1,749.1% | +1,330.6% | +418.5% | +829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling