+31,139.8%
HD vs BDX
+5,351.6%
+25,788.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.5% |
| 7D | -2.1% | -2.5% | +0.5% | -1.2% |
| 30D | -8.4% | +8.3% | -16.7% | -11.1% |
| 3M | +4.3% | +24.4% | -20.0% | -3.7% |
| 6M | -11.1% | +9.2% | -20.3% | -14.1% |
| YTD | -4.7% | +22.7% | -27.4% | -11.8% |
| 1Y | -19.8% | +25.9% | -45.7% | -26.6% |
| 3Y | +4.1% | -10.5% | +14.6% | +5.5% |
| 5Y | +10.3% | +1.9% | +8.4% | +5.7% |
| 10Y | +203.2% | +58.7% | +144.5% | +140.2% |
| All | +31,139.8% | +5,351.6% | +25,788.2% | +5,088.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling