+25.9%
HD vs FDS
-23.2%
+49.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.8% | -1.2% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | +20.2% | +20.2% | 0.0% | +17.0% |
| 3M | -1.0% | +19.9% | -20.9% | -3.8% |
| 6M | +7.9% | +56.2% | -48.3% | 0.0% |
| YTD | +2.0% | +14.6% | -12.6% | +0.8% |
| 1Y | -4.3% | +31.6% | -35.9% | -9.1% |
| 3Y | +25.9% | -23.8% | +49.8% | +35.9% |
| All | +25.9% | -23.2% | +49.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling