+45.6%
BMY vs HWM
+5.4%
+40.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +4.4% |
| 7D | +6.0% | +9.4% | -3.4% | +4.7% |
| 30D | +9.1% | -7.0% | +16.1% | +10.1% |
| 3M | -2.6% | -25.9% | +23.3% | +1.5% |
| 6M | +13.1% | -10.8% | +24.0% | +13.1% |
| YTD | +23.0% | +4.3% | +18.7% | +20.7% |
| 1Y | +45.6% | +4.4% | +41.2% | +43.4% |
| All | +45.6% | +5.4% | +40.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling