+151.8%
HYG vs BMY
+371.9%
-220.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.7% | -6.4% | +5.6% | +0.1% |
| 30D | -0.6% | +0.2% | -0.8% | -0.6% |
| 3M | +0.4% | +16.0% | -15.5% | -1.6% |
| 6M | +1.2% | +8.3% | -7.1% | -0.1% |
| YTD | +1.5% | +22.2% | -20.7% | -1.5% |
| 1Y | +3.2% | +41.7% | -38.5% | -1.9% |
| 3Y | +25.9% | +20.7% | +5.2% | +21.1% |
| 5Y | +18.6% | +23.9% | -5.3% | +13.0% |
| 10Y | +55.8% | +62.9% | -7.1% | +39.4% |
| All | +151.8% | +371.9% | -220.1% | +65.4% |
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 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