+257.9%
HD vs BMY
+60.5%
+197.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | -1.4% | +5.0% | +4.1% |
| 30D | +21.6% | +5.1% | +16.5% | +19.8% |
| 3M | +0.1% | -3.0% | +3.1% | +1.0% |
| 6M | +13.0% | +13.1% | -0.1% | +8.5% |
| YTD | +4.9% | +20.3% | -15.4% | -1.3% |
| 1Y | -2.1% | +39.0% | -41.1% | -12.0% |
| 3Y | +32.6% | +42.0% | -9.4% | +15.3% |
| 5Y | +8.2% | +28.5% | -20.3% | -3.9% |
| 10Y | +257.9% | +57.5% | +200.4% | +198.9% |
| All | +257.9% | +60.5% | +197.4% | +198.9% |
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