+257.9%
HD vs FDS
+135.1%
+122.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +3.6% | -5.0% | +8.5% | +5.6% |
| 30D | +21.6% | +13.8% | +7.8% | +15.9% |
| 3M | +0.1% | +14.8% | -14.7% | -5.5% |
| 6M | +13.0% | +47.4% | -34.4% | -5.1% |
| YTD | +4.9% | +14.2% | -9.2% | -3.3% |
| 1Y | -2.1% | +26.6% | -28.7% | -14.4% |
| 3Y | +32.6% | -24.4% | +57.0% | +44.6% |
| 5Y | +8.2% | -22.6% | +30.9% | +14.8% |
| 10Y | +257.9% | +130.0% | +127.9% | +131.2% |
| All | +257.9% | +135.1% | +122.8% | +131.2% |
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