+2.1%
HD vs BDX
-9.5%
+11.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.8% | -4.1% | +2.3% | -0.6% |
| 30D | -10.8% | +0.1% | -10.9% | -10.9% |
| 3M | -2.7% | +18.3% | -20.9% | -7.6% |
| 6M | -10.3% | +10.1% | -20.4% | -13.3% |
| YTD | -7.8% | +19.4% | -27.3% | -12.8% |
| 1Y | -23.1% | +22.3% | -45.5% | -27.8% |
| All | +2.1% | -9.5% | +11.6% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling