+256.9%
HL vs BDX
+59.3%
+197.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -4.4% | -3.2% | -1.2% | -3.2% |
| 30D | +9.3% | -2.5% | +11.9% | +10.5% |
| 3M | +32.0% | +21.4% | +10.6% | +22.1% |
| 6M | -6.4% | +10.4% | -16.9% | -10.4% |
| YTD | +3.1% | +18.8% | -15.7% | -4.3% |
| 1Y | +77.6% | +21.7% | +55.9% | +62.9% |
| 3Y | +392.8% | -10.0% | +402.8% | +402.3% |
| 5Y | +234.1% | -1.8% | +235.9% | +228.2% |
| All | +256.9% | +59.3% | +197.6% | +184.2% |
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