+123.6%
HOOD vs BMY
+14.0%
+109.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.4% |
| 7D | -3.8% | +2.1% | -5.8% | -3.9% |
| 30D | -23.0% | +7.0% | -30.0% | -23.3% |
| 3M | -21.6% | -0.9% | -20.8% | -21.4% |
| 6M | +1.4% | +14.9% | -13.5% | +0.6% |
| YTD | -31.2% | +22.8% | -54.0% | -31.8% |
| 1Y | -35.9% | +36.2% | -72.2% | -37.0% |
| 3Y | +836.9% | +45.7% | +791.3% | +805.3% |
| 5Y | +121.1% | +31.3% | +89.9% | +129.0% |
| All | +123.6% | +14.0% | +109.6% | +80.8% |
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