+8.1%
HD vs FIVE
+18.8%
-10.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.2% | +7.3% | -2.1% | +3.6% |
| 30D | +20.7% | +18.1% | +2.7% | +16.5% |
| 3M | +0.8% | +7.7% | -6.9% | -1.0% |
| 6M | +12.2% | +13.6% | -1.4% | +8.3% |
| YTD | +4.2% | +34.6% | -30.4% | -3.5% |
| 1Y | -2.6% | +66.2% | -68.8% | -13.9% |
| 3Y | +30.0% | +43.5% | -13.5% | +14.9% |
| 5Y | +8.1% | +20.7% | -12.6% | -2.8% |
| All | +8.1% | +18.8% | -10.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling