+2,957.2%
HD vs FE
+561.4%
+2,395.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.7% |
| 30D | -8.4% | -1.2% | -7.3% | -8.1% |
| 3M | +4.3% | +3.5% | +0.9% | +3.0% |
| 6M | -11.1% | -6.1% | -5.1% | -9.3% |
| YTD | -4.7% | +7.6% | -12.3% | -7.3% |
| 1Y | -19.8% | +11.9% | -31.7% | -23.1% |
| 3Y | +4.1% | +48.4% | -44.3% | -10.6% |
| 5Y | +10.3% | +44.8% | -34.5% | -5.2% |
| 10Y | +203.2% | +115.9% | +87.3% | +120.1% |
| All | +2,957.2% | +561.4% | +2,395.8% | +1,291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling