+203.4%
HD vs BDX
+58.0%
+145.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.9% |
| 7D | -3.9% | -5.4% | +1.5% | -2.0% |
| 30D | -13.1% | -2.2% | -11.0% | -12.5% |
| 3M | -3.4% | +20.1% | -23.5% | -9.8% |
| 6M | -12.6% | +9.1% | -21.6% | -15.5% |
| YTD | -9.2% | +17.9% | -27.1% | -14.8% |
| 1Y | -23.9% | +22.1% | -46.0% | -29.6% |
| 3Y | +0.4% | -10.5% | +11.0% | +2.1% |
| 5Y | +4.5% | -2.6% | +7.1% | +1.7% |
| All | +203.4% | +58.0% | +145.4% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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