+250.7%
HOOD vs BMY
+18.8%
+231.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.9% |
| 7D | +17.1% | +0.4% | +16.8% | +17.1% |
| 30D | +31.6% | +5.0% | +26.6% | +31.2% |
| 3M | +38.2% | +19.4% | +18.9% | +36.5% |
| 6M | +48.5% | +9.5% | +39.0% | +47.5% |
| YTD | +8.0% | +28.1% | -20.1% | +6.4% |
| 1Y | +18.7% | +50.0% | -31.3% | +15.9% |
| 3Y | +999.1% | +24.1% | +975.0% | +995.9% |
| 5Y | +181.7% | +25.0% | +156.7% | +145.5% |
| All | +250.7% | +18.8% | +231.8% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling