+372.7%
HD vs FCUV
-94.7%
+467.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | 0.0% |
| 7D | +1.5% | +148.8% | -147.3% | +1.3% |
| 30D | +18.0% | +95.0% | -77.0% | +17.8% |
| 3M | +2.8% | +27.8% | -25.0% | +2.6% |
| 6M | +17.0% | +121.0% | -104.0% | +16.1% |
| YTD | +3.5% | -78.1% | +81.7% | +3.1% |
| 1Y | -2.6% | -94.3% | +91.7% | -2.8% |
| 3Y | +30.7% | -98.9% | +129.6% | +30.3% |
| 5Y | +6.2% | -99.7% | +105.9% | +6.0% |
| 10Y | +242.7% | -98.2% | +340.9% | +241.0% |
| All | +372.7% | -94.7% | +467.4% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling