-4.6%
HD vs FIX
+14.3%
-18.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.1% | +21.6% | +6.1% |
| 7D | +11.9% | -18.9% | +30.8% | +11.6% |
| 30D | +26.4% | -36.3% | +62.7% | +26.6% |
| 3M | +2.8% | -38.5% | +41.3% | +3.0% |
| 6M | +15.5% | -42.3% | +57.7% | +15.7% |
| YTD | +5.5% | +17.1% | -11.6% | +3.6% |
| 1Y | -4.6% | +14.4% | -19.0% | -6.4% |
| All | -4.6% | +14.3% | -18.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling