+56.7%
BDX vs HBM
+619.2%
-562.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -3.2% | -3.3% | +0.1% | -3.0% |
| 30D | -2.5% | -4.8% | +2.3% | -2.3% |
| 3M | +21.4% | -0.4% | +21.8% | +21.0% |
| 6M | +10.4% | +17.9% | -7.5% | +8.2% |
| YTD | +18.8% | +33.7% | -14.9% | +15.0% |
| 1Y | +21.7% | +95.6% | -73.9% | +14.3% |
| 3Y | -10.0% | +458.1% | -468.1% | -23.0% |
| 5Y | -1.8% | +329.0% | -330.8% | -16.3% |
| All | +56.7% | +619.2% | -562.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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