-4.6%
HD vs BMY
+45.9%
-50.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +5.2% |
| 7D | +11.9% | +6.0% | +6.0% | +10.0% |
| 30D | +26.4% | +9.1% | +17.3% | +23.3% |
| 3M | +2.8% | -2.6% | +5.4% | +3.3% |
| 6M | +15.5% | +13.1% | +2.3% | +11.3% |
| YTD | +5.5% | +23.0% | -17.5% | +1.1% |
| 1Y | -4.6% | +45.6% | -50.1% | -12.4% |
| All | -4.6% | +45.9% | -50.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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