+25.9%
HD vs FIVE
+34.8%
-8.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +20.2% | +17.7% | +2.5% | +17.6% |
| 3M | -1.0% | +4.0% | -5.0% | -1.7% |
| 6M | +7.9% | +2.6% | +5.3% | +7.0% |
| YTD | +2.0% | +27.6% | -25.6% | -1.9% |
| 1Y | -4.3% | +59.9% | -64.2% | -10.7% |
| 3Y | +25.9% | +35.8% | -9.8% | +5.5% |
| All | +25.9% | +34.8% | -8.9% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling