+5,506.3%
HON vs BDX
+5,237.1%
+269.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -0.6% | -3.6% | +3.0% | +0.6% |
| 30D | -15.4% | +0.7% | -16.1% | -15.7% |
| 3M | -9.1% | +19.0% | -28.1% | -14.4% |
| 6M | -17.1% | +10.8% | -27.8% | -20.3% |
| YTD | +1.5% | +20.1% | -18.6% | -5.0% |
| 1Y | -1.3% | +23.1% | -24.4% | -8.5% |
| 3Y | +19.5% | -8.8% | +28.4% | +20.1% |
| 5Y | +3.1% | -1.4% | +4.5% | 0.0% |
| 10Y | +138.4% | +60.5% | +77.9% | +93.6% |
| All | +5,506.3% | +5,237.1% | +269.2% | +1,558.9% |
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