+257.9%
HD vs FIVE
+596.6%
-338.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.4% |
| 7D | +3.6% | +6.2% | -2.6% | +2.0% |
| 30D | +21.6% | +18.2% | +3.4% | +16.3% |
| 3M | +0.1% | +3.8% | -3.7% | -1.2% |
| 6M | +13.0% | +13.7% | -0.7% | +8.1% |
| YTD | +4.9% | +34.7% | -29.8% | -4.7% |
| 1Y | -2.1% | +66.6% | -68.7% | -16.1% |
| 3Y | +32.6% | +44.3% | -11.7% | +10.3% |
| 5Y | +8.2% | +18.8% | -10.5% | -7.9% |
| 10Y | +257.9% | +569.2% | -311.3% | +81.6% |
| All | +257.9% | +596.6% | -338.7% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling