-4.6%
HD vs FIG
-52.3%
+47.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.3% | +6.5% |
| 7D | +11.9% | -4.7% | +16.6% | +11.9% |
| 30D | +26.4% | +0.5% | +25.9% | +26.3% |
| 3M | +2.8% | -18.4% | +21.2% | +2.6% |
| 6M | +15.5% | +10.9% | +4.6% | +16.0% |
| YTD | +5.5% | -40.8% | +46.3% | +7.0% |
| 1Y | -4.6% | -51.7% | +47.1% | -0.2% |
| All | -4.6% | -52.3% | +47.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling