+499.5%
HD vs FIVN
+253.1%
+246.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -1.2% | -22.8% | +21.6% | +1.8% |
| 30D | +20.9% | -21.3% | +42.2% | +24.0% |
| 3M | -0.2% | -14.0% | +13.8% | +0.9% |
| 6M | +14.5% | +31.1% | -16.6% | +8.7% |
| YTD | +4.3% | +40.0% | -35.7% | -3.3% |
| 1Y | -3.5% | +38.1% | -41.5% | -10.4% |
| 3Y | +30.1% | -55.7% | +85.8% | +36.8% |
| 5Y | +8.5% | -82.5% | +91.0% | +24.3% |
| 10Y | +245.3% | +92.4% | +152.9% | +197.6% |
| All | +499.5% | +253.1% | +246.5% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling