+210.2%
HD vs FIVN
+105.2%
+105.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.7% |
| 7D | -1.8% | -9.6% | +7.8% | -0.5% |
| 30D | -10.8% | -11.9% | +1.1% | -9.4% |
| 3M | -2.7% | +40.1% | -42.8% | -7.9% |
| 6M | -10.3% | +68.3% | -78.6% | -18.6% |
| YTD | -7.8% | +51.5% | -59.3% | -15.5% |
| 1Y | -23.1% | +15.1% | -38.3% | -26.8% |
| 3Y | +2.0% | -55.6% | +57.6% | +9.1% |
| 5Y | +6.2% | -82.4% | +88.7% | +26.1% |
| 10Y | +210.2% | +114.5% | +95.7% | +156.0% |
| All | +210.2% | +105.2% | +105.0% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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