+36.8%
BMY vs HUT
+422.3%
-385.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -1.9% |
| 7D | +0.4% | +17.8% | -17.4% | +0.1% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | +19.4% | -26.8% | +46.2% | +19.7% |
| 6M | +9.5% | +72.6% | -63.0% | +8.2% |
| YTD | +28.1% | +103.6% | -75.6% | +26.0% |
| 1Y | +50.0% | +265.3% | -215.3% | +45.7% |
| 3Y | +24.1% | +689.4% | -665.3% | +17.2% |
| 5Y | +25.0% | +75.3% | -50.4% | +18.8% |
| All | +36.8% | +422.3% | -385.5% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling