+79.1%
BMY vs HWM
+1,330.2%
-1,251.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | -8.0% | +3.2% | -3.8% |
| 30D | -0.7% | -18.0% | +17.3% | +1.7% |
| 3M | +15.3% | -9.5% | +24.8% | +16.5% |
| 6M | +8.5% | -8.4% | +16.9% | +9.3% |
| YTD | +23.4% | +13.6% | +9.8% | +20.8% |
| 1Y | +42.9% | +30.2% | +12.7% | +37.4% |
| 3Y | +22.0% | +392.2% | -370.3% | -4.0% |
| 5Y | +24.3% | +645.2% | -620.9% | -9.3% |
| All | +79.1% | +1,330.2% | -1,251.1% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling