+6.1%
HD vs FCUV
-99.9%
+106.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.9% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +18.5% | -25.9% | +44.4% | +18.6% |
| 3M | +2.2% | -44.8% | +46.9% | +2.2% |
| 6M | +13.8% | -3.5% | +17.3% | +11.7% |
| YTD | +3.4% | -90.7% | +94.1% | +4.8% |
| 1Y | -3.5% | -97.9% | +94.4% | +0.4% |
| 3Y | +29.0% | -99.5% | +128.5% | +38.0% |
| 5Y | +6.1% | -99.9% | +106.0% | +18.6% |
| All | +6.1% | -99.9% | +106.0% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling