+12.1%
HLT vs BDX
+27.3%
-15.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -3.3% | -2.5% | -0.8% | -2.7% |
| 30D | -4.1% | +8.3% | -12.3% | -5.8% |
| 3M | -7.9% | +24.4% | -32.3% | -13.0% |
| 6M | +2.2% | +9.2% | -7.0% | +0.5% |
| YTD | +8.5% | +22.7% | -14.2% | +3.2% |
| 1Y | +12.1% | +25.9% | -13.7% | +6.0% |
| All | +12.1% | +27.3% | -15.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling