+34,084.3%
HD vs BDX
+6,267.7%
+27,816.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -2.1% |
| 30D | +20.9% | +13.6% | +7.3% | +15.5% |
| 3M | -0.2% | +18.9% | -19.1% | -6.3% |
| 6M | +14.5% | +51.8% | -37.3% | -1.7% |
| YTD | +4.3% | +43.3% | -39.0% | -8.8% |
| 1Y | -3.5% | +48.0% | -51.4% | -16.6% |
| 3Y | +30.1% | +23.7% | +6.4% | +17.5% |
| 5Y | +8.5% | +24.9% | -16.4% | -3.4% |
| 10Y | +245.3% | +92.2% | +153.1% | +155.5% |
| All | +34,084.3% | +6,267.7% | +27,816.5% | +5,268.3% |
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 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