+132.3%
HON vs BDX
+59.3%
+73.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -2.4% |
| 30D | -13.8% | -2.5% | -11.2% | -13.1% |
| 3M | -11.7% | +21.4% | -33.1% | -17.8% |
| 6M | -18.7% | +10.4% | -29.1% | -22.0% |
| YTD | +0.2% | +18.8% | -18.6% | -6.4% |
| 1Y | -3.1% | +21.7% | -24.7% | -10.4% |
| 3Y | +17.0% | -10.0% | +26.9% | +18.7% |
| 5Y | +2.0% | -1.8% | +3.8% | -1.0% |
| All | +132.3% | +59.3% | +73.0% | +93.7% |
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 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