+29.9%
BMY vs HUT
+217.0%
-187.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.8% | -10.9% | +12.7% | +1.8% |
| 30D | +6.2% | -32.6% | +38.9% | +6.6% |
| 3M | -2.1% | -33.7% | +31.6% | -1.9% |
| 6M | +14.3% | -42.3% | +56.6% | +14.6% |
| YTD | +21.6% | +23.6% | -2.0% | +20.1% |
| 1Y | +38.8% | +20.4% | +18.4% | +37.0% |
| 3Y | +42.9% | +423.2% | -380.3% | +35.5% |
| 5Y | +30.1% | -19.4% | +49.5% | +24.9% |
| All | +29.9% | +217.0% | -187.1% | +13.3% |
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