+2,909.2%
HPQ vs BDX
+5,237.1%
-2,327.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.6% |
| 7D | +2.2% | -3.6% | +5.8% | +3.5% |
| 30D | +9.7% | +0.7% | +9.1% | +9.4% |
| 3M | +32.7% | +19.0% | +13.8% | +24.7% |
| 6M | +77.7% | +10.8% | +66.9% | +70.4% |
| YTD | +51.0% | +20.1% | +30.8% | +40.4% |
| 1Y | +18.4% | +23.1% | -4.7% | +9.0% |
| 3Y | +25.6% | -8.8% | +34.4% | +26.3% |
| 5Y | +38.6% | -1.4% | +40.1% | +34.4% |
| 10Y | +226.1% | +60.5% | +165.6% | +162.3% |
| All | +2,909.2% | +5,237.1% | -2,327.9% | +531.0% |
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 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