+57.3%
BMY vs HWM
+1,503.5%
-1,446.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.3% | +11.1% | -12.4% | -2.6% |
| 30D | +10.0% | +3.0% | +7.0% | +9.3% |
| 3M | -1.2% | -20.7% | +19.6% | +1.4% |
| 6M | +12.8% | -17.2% | +30.0% | +14.9% |
| YTD | +20.7% | +9.1% | +11.6% | +18.4% |
| 1Y | +32.6% | +9.0% | +23.6% | +30.1% |
| 3Y | +41.8% | +353.8% | -312.0% | +12.6% |
| 5Y | +29.0% | +608.0% | -579.1% | -5.5% |
| All | +57.3% | +1,503.5% | -1,446.3% | -1.5% |
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