+74.6%
BMY vs HWM
+1,166.3%
-1,091.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | -0.5% | +3.4% | -3.9% | -1.1% |
| 30D | +4.1% | -7.5% | +11.6% | +4.9% |
| 3M | -2.1% | -28.9% | +26.7% | +1.8% |
| 6M | +12.2% | -19.6% | +31.8% | +14.6% |
| YTD | +20.3% | +0.6% | +19.7% | +19.3% |
| 1Y | +39.2% | +0.3% | +38.9% | +38.0% |
| 3Y | +35.6% | +326.1% | -290.6% | +8.5% |
| 5Y | +28.6% | +525.2% | -496.6% | -4.1% |
| 10Y | +73.9% | +1,492.9% | -1,419.0% | +10.4% |
| All | +74.6% | +1,166.3% | -1,091.7% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling