+133.6%
HOOD vs BMY
+12.9%
+120.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -5.1% | +1.8% | -6.8% | -5.2% |
| 30D | -25.4% | +6.2% | -31.6% | -25.7% |
| 3M | -14.0% | -2.1% | -11.8% | -13.6% |
| 6M | +5.6% | +14.3% | -8.7% | +4.7% |
| YTD | -28.1% | +21.6% | -49.7% | -28.7% |
| 1Y | -40.1% | +38.8% | -78.9% | -41.2% |
| 3Y | +888.2% | +42.9% | +845.3% | +857.3% |
| 5Y | +135.8% | +30.1% | +105.7% | +144.3% |
| All | +133.6% | +12.9% | +120.7% | +89.0% |
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