+212.1%
HD vs FDS
+85.5%
+126.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +2.3% |
| 7D | -2.1% | -1.9% | -0.1% | -1.4% |
| 30D | -8.4% | +9.0% | -17.4% | -11.6% |
| 3M | +4.3% | +18.9% | -14.5% | -3.4% |
| 6M | -11.1% | +35.1% | -46.3% | -23.3% |
| YTD | -4.7% | +5.5% | -10.2% | -9.2% |
| 1Y | -19.8% | -16.8% | -3.0% | -15.5% |
| 3Y | +4.1% | -28.1% | +32.2% | +15.4% |
| 5Y | +10.3% | -17.4% | +27.7% | +12.3% |
| All | +212.1% | +85.5% | +126.6% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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