-9.7%
HD vs FIG
-71.6%
+62.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +0.9% |
| 7D | -2.1% | -16.3% | +14.3% | -2.3% |
| 30D | -8.4% | -14.3% | +5.9% | -8.6% |
| 3M | +4.3% | +7.2% | -2.8% | +4.7% |
| 6M | -11.1% | -18.6% | +7.5% | -10.8% |
| YTD | -4.7% | -35.5% | +30.8% | -4.7% |
| 1Y | -19.8% | -55.8% | +36.0% | -20.2% |
| All | -9.7% | -71.6% | +62.0% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling