+205.0%
HD vs BMY
+62.5%
+142.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.3% |
| 7D | -1.2% | -3.3% | +2.2% | -0.2% |
| 30D | -11.1% | 0.0% | -11.1% | -11.2% |
| 3M | +2.0% | +17.7% | -15.7% | -3.1% |
| 6M | -10.5% | +9.6% | -20.1% | -13.2% |
| YTD | -6.9% | +24.0% | -30.8% | -13.1% |
| 1Y | -23.2% | +45.1% | -68.3% | -31.9% |
| 3Y | +3.1% | +22.5% | -19.4% | -5.3% |
| 5Y | +7.4% | +22.3% | -14.9% | -2.4% |
| 10Y | +205.0% | +62.0% | +143.0% | +154.6% |
| All | +205.0% | +62.5% | +142.5% | +154.6% |
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