+447.9%
HD vs FIVN
+318.5%
+129.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.8% |
| 30D | -8.4% | +12.4% | -20.8% | -10.1% |
| 3M | +4.3% | +36.0% | -31.7% | -0.4% |
| 6M | -11.1% | +86.0% | -97.1% | -19.6% |
| YTD | -4.7% | +65.9% | -70.6% | -12.9% |
| 1Y | -19.8% | +26.5% | -46.3% | -24.2% |
| 3Y | +4.1% | -54.2% | +58.3% | +9.8% |
| 5Y | +10.3% | -80.5% | +90.8% | +25.2% |
| 10Y | +203.2% | +109.6% | +93.5% | +159.0% |
| All | +447.9% | +318.5% | +129.4% | +327.3% |
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