-11.7%
HD vs FIG
-73.2%
+61.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -2.4% |
| 7D | -1.2% | -16.4% | +15.2% | -1.5% |
| 30D | -11.1% | -2.3% | -8.8% | -11.1% |
| 3M | +2.0% | +7.8% | -5.8% | +2.5% |
| 6M | -10.5% | -21.8% | +11.4% | -10.2% |
| YTD | -6.9% | -39.1% | +32.3% | -6.9% |
| 1Y | -23.2% | -56.6% | +33.5% | -23.6% |
| All | -11.7% | -73.2% | +61.5% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling