+32.6%
HD vs BMY
+36.2%
-3.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | -1.4% | +5.0% | +4.0% |
| 30D | +21.6% | +5.1% | +16.5% | +20.3% |
| 3M | +0.1% | -3.0% | +3.1% | +0.7% |
| 6M | +13.0% | +13.1% | -0.1% | +10.0% |
| YTD | +4.9% | +20.3% | -15.4% | +1.1% |
| 1Y | -2.1% | +39.0% | -41.1% | -8.2% |
| 3Y | +32.6% | +42.0% | -9.4% | +23.4% |
| All | +32.6% | +36.2% | -3.6% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling