+54.0%
HL vs BDX
+5,136.8%
-5,082.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.6% |
| 7D | -5.6% | -5.4% | -0.2% | -4.5% |
| 30D | +12.7% | -2.2% | +14.9% | +13.4% |
| 3M | +42.5% | +20.1% | +22.4% | +37.0% |
| 6M | -9.0% | +9.1% | -18.1% | -10.9% |
| YTD | +4.4% | +17.9% | -13.5% | +0.5% |
| 1Y | +82.7% | +22.1% | +60.6% | +74.4% |
| 3Y | +406.3% | -10.5% | +416.8% | +411.9% |
| 5Y | +238.2% | -2.6% | +240.8% | +236.5% |
| 10Y | +268.9% | +57.5% | +211.4% | +235.9% |
| All | +54.0% | +5,136.8% | -5,082.7% | +42.7% |
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