+248.6%
HD vs BDX
+95.1%
+153.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | +0.5% |
| 30D | +18.0% | +15.4% | +2.6% | +12.0% |
| 3M | +2.8% | +20.5% | -17.7% | -4.0% |
| 6M | +17.0% | +53.2% | -36.2% | 0.0% |
| YTD | +3.5% | +45.7% | -42.2% | -10.1% |
| 1Y | -2.6% | +47.3% | -49.8% | -15.7% |
| 3Y | +30.7% | +25.1% | +5.7% | +17.4% |
| 5Y | +6.2% | +27.4% | -21.2% | -6.4% |
| All | +248.6% | +95.1% | +153.4% | +185.8% |
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