+6.2%
HD vs BDX
-1.9%
+8.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -1.8% | -3.6% | +1.7% | -0.6% |
| 30D | -10.8% | +0.7% | -11.5% | -11.1% |
| 3M | -2.7% | +19.0% | -21.6% | -8.4% |
| 6M | -10.3% | +10.8% | -21.1% | -13.7% |
| YTD | -7.8% | +20.1% | -28.0% | -13.7% |
| 1Y | -23.1% | +23.1% | -46.2% | -28.6% |
| 3Y | +2.0% | -8.8% | +10.8% | +3.2% |
| 5Y | +6.2% | -1.4% | +7.6% | +7.3% |
| All | +6.2% | -1.9% | +8.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling