+335.2%
HD vs FCUV
-87.2%
+422.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.7% | +14.6% | +1.0% |
| 7D | -2.1% | +62.8% | -64.9% | -2.1% |
| 30D | -8.4% | +66.5% | -74.9% | -8.5% |
| 3M | +4.3% | +459.9% | -455.6% | +3.6% |
| 6M | -11.1% | -12.4% | +1.2% | -11.6% |
| YTD | -4.7% | -47.5% | +42.9% | -5.1% |
| 1Y | -19.8% | -80.5% | +60.7% | -20.1% |
| 3Y | +4.1% | -97.6% | +101.7% | +3.8% |
| 5Y | +10.3% | -99.5% | +109.9% | +10.1% |
| 10Y | +203.2% | -95.8% | +298.9% | +201.7% |
| All | +335.2% | -87.2% | +422.5% | +334.6% |
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 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