-3.5%
HD vs FIVE
+63.0%
-66.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | -0.5% | +2.4% | -2.9% | -1.0% |
| 30D | +18.5% | +15.8% | +2.6% | +15.4% |
| 3M | +2.2% | +3.8% | -1.6% | +1.2% |
| 6M | +13.8% | +18.5% | -4.7% | +9.7% |
| YTD | +3.4% | +31.2% | -27.8% | -3.8% |
| 1Y | -3.5% | +61.8% | -65.3% | -19.8% |
| All | -3.5% | +63.0% | -66.5% | -19.8% |
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