+348.8%
BDX vs HBM
+654.4%
-305.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.8% | -3.5% |
| 7D | -4.3% | +7.4% | -11.6% | -4.8% |
| 30D | +1.3% | +5.1% | -3.8% | +0.8% |
| 3M | +20.2% | +11.1% | +9.1% | +18.8% |
| 6M | +8.6% | +30.2% | -21.6% | +5.5% |
| YTD | +19.0% | +46.2% | -27.2% | +14.2% |
| 1Y | +21.2% | +120.0% | -98.9% | +12.5% |
| 3Y | -9.7% | +527.4% | -537.1% | -24.1% |
| 5Y | -3.4% | +400.4% | -403.8% | -19.3% |
| 10Y | +53.9% | +621.5% | -567.7% | +15.0% |
| All | +348.8% | +654.4% | -305.6% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling