+31.2%
BMY vs HUT
+221.4%
-190.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.9% | +1.9% |
| 7D | +2.1% | +9.3% | -7.3% | +2.0% |
| 30D | +7.0% | -23.1% | +30.1% | +7.2% |
| 3M | -0.9% | -30.6% | +29.7% | -0.7% |
| 6M | +14.9% | -46.9% | +61.8% | +15.4% |
| YTD | +22.8% | +25.3% | -2.5% | +21.3% |
| 1Y | +36.2% | +59.8% | -23.6% | +33.9% |
| 3Y | +45.7% | +467.2% | -421.5% | +38.0% |
| 5Y | +31.3% | -24.6% | +55.9% | +26.2% |
| All | +31.2% | +221.4% | -190.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling