+4,654.9%
HD vs FDS
+9,502.8%
-4,848.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +2.0% |
| 7D | -2.1% | -1.9% | -0.1% | -1.5% |
| 30D | -8.4% | +9.0% | -17.4% | -11.0% |
| 3M | +4.3% | +18.9% | -14.5% | -2.1% |
| 6M | -11.1% | +35.1% | -46.3% | -20.9% |
| YTD | -4.7% | +5.5% | -10.2% | -9.0% |
| 1Y | -19.8% | -16.8% | -3.0% | -18.0% |
| 3Y | +4.1% | -28.1% | +32.2% | +10.5% |
| 5Y | +10.3% | -17.4% | +27.7% | +11.4% |
| 10Y | +203.2% | +85.4% | +117.7% | +136.3% |
| All | +4,654.9% | +9,502.8% | -4,848.0% | +1,343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling