+7.4%
HD vs BMY
+22.9%
-15.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.6% |
| 7D | -1.2% | -3.3% | +2.2% | -0.5% |
| 30D | -11.1% | 0.0% | -11.1% | -11.1% |
| 3M | +2.0% | +17.7% | -15.7% | -1.5% |
| 6M | -10.5% | +9.6% | -20.1% | -12.3% |
| YTD | -6.9% | +24.0% | -30.8% | -10.9% |
| 1Y | -23.2% | +45.1% | -68.3% | -28.8% |
| 3Y | +3.1% | +22.5% | -19.4% | -2.3% |
| 5Y | +7.4% | +22.3% | -14.9% | +13.3% |
| All | +7.4% | +22.9% | -15.5% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling