+5.8%
HD vs FE
+42.2%
-36.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +4.3% | -1.0% | +5.4% | +4.8% |
| 30D | +20.2% | +4.1% | +16.0% | +18.5% |
| 3M | -1.0% | -1.0% | 0.0% | -0.6% |
| 6M | +7.9% | +4.0% | +3.9% | +6.4% |
| YTD | +2.0% | +6.8% | -4.8% | -0.6% |
| 1Y | -4.3% | +5.3% | -9.6% | -6.3% |
| 3Y | +25.9% | +44.6% | -18.6% | +7.3% |
| All | +5.8% | +42.2% | -36.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling