+247.2%
HD vs BMY
+57.2%
+189.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | +5.2% | +1.8% | +3.4% | +4.7% |
| 30D | +20.7% | +6.2% | +14.5% | +18.6% |
| 3M | +0.8% | -2.1% | +2.9% | +1.4% |
| 6M | +12.2% | +14.3% | -2.0% | +7.4% |
| YTD | +4.2% | +21.6% | -17.4% | -2.3% |
| 1Y | -2.6% | +38.8% | -41.4% | -12.4% |
| 3Y | +30.0% | +42.9% | -12.9% | +12.9% |
| 5Y | +8.1% | +30.1% | -22.0% | -4.4% |
| 10Y | +247.2% | +58.2% | +189.0% | +190.3% |
| All | +247.2% | +57.2% | +189.9% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling