+30.7%
HD vs FDS
-23.3%
+54.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +1.5% | +1.5% | +0.1% | +1.3% |
| 30D | +18.0% | +14.8% | +3.2% | +15.5% |
| 3M | +2.8% | +16.3% | -13.5% | +0.3% |
| 6M | +17.0% | +66.2% | -49.3% | +7.2% |
| YTD | +3.5% | +16.2% | -12.7% | +2.1% |
| 1Y | -2.6% | +21.8% | -24.4% | -5.4% |
| 3Y | +30.7% | -23.9% | +54.6% | +41.5% |
| All | +30.7% | -23.3% | +54.0% | +41.5% |
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 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