-2.6%
BDX vs HBM
+336.0%
-338.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | -1.4% |
| 7D | -5.4% | -3.7% | -1.7% | -5.2% |
| 30D | -2.2% | -3.7% | +1.5% | -2.0% |
| 3M | +20.1% | +8.0% | +12.1% | +19.2% |
| 6M | +9.1% | +15.8% | -6.7% | +7.1% |
| YTD | +17.9% | +34.4% | -16.5% | +14.2% |
| 1Y | +22.1% | +98.2% | -76.1% | +14.8% |
| 3Y | -10.5% | +476.6% | -487.1% | -23.7% |
| 5Y | -2.6% | +331.1% | -333.7% | -16.0% |
| All | -2.6% | +336.0% | -338.6% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling