+203.4%
HD vs FCUV
-98.6%
+302.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -3.9% | -72.0% | +68.1% | -3.8% |
| 30D | -13.1% | -8.0% | -5.1% | -13.2% |
| 3M | -3.4% | +66.3% | -69.7% | -4.1% |
| 6M | -12.6% | -75.3% | +62.7% | -12.9% |
| YTD | -9.2% | -83.0% | +73.7% | -9.6% |
| 1Y | -23.9% | -94.7% | +70.7% | -24.1% |
| 3Y | +0.4% | -99.3% | +99.7% | +0.2% |
| 5Y | +4.5% | -99.9% | +104.4% | +4.4% |
| All | +203.4% | -98.6% | +302.0% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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