+138.4%
HLT vs BDX
-2.2%
+140.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -0.9% |
| 30D | -5.0% | -2.5% | -2.5% | -4.5% |
| 3M | -10.4% | +21.4% | -31.8% | -14.7% |
| 6M | +3.2% | +10.4% | -7.2% | +0.6% |
| YTD | +6.7% | +18.8% | -12.1% | +2.0% |
| 1Y | +10.3% | +21.7% | -11.4% | +4.7% |
| 3Y | +99.3% | -10.0% | +109.3% | +101.8% |
| All | +138.4% | -2.2% | +140.7% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling