-19.8%
HD vs FIVE
+66.7%
-86.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.2% |
| 7D | -2.1% | +4.3% | -6.3% | -2.6% |
| 30D | -8.4% | +12.5% | -20.9% | -9.9% |
| 3M | +4.3% | +31.2% | -26.9% | +0.5% |
| 6M | -11.1% | +14.4% | -25.5% | -12.9% |
| YTD | -4.7% | +33.9% | -38.6% | -8.5% |
| 1Y | -19.8% | +65.1% | -84.9% | -25.2% |
| All | -19.8% | +66.7% | -86.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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