+7.4%
HD vs FIVN
-81.8%
+89.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -1.6% |
| 7D | -1.2% | -8.2% | +7.1% | -0.2% |
| 30D | -11.1% | -8.1% | -3.0% | -10.4% |
| 3M | +2.0% | +34.9% | -32.9% | -2.2% |
| 6M | -10.5% | +72.6% | -83.1% | -17.9% |
| YTD | -6.9% | +55.8% | -62.6% | -13.8% |
| 1Y | -23.2% | +17.1% | -40.3% | -26.1% |
| 3Y | +3.1% | -54.3% | +57.4% | +10.2% |
| 5Y | +7.4% | -81.6% | +88.9% | +22.7% |
| All | +7.4% | -81.8% | +89.2% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling