+245.3%
HD vs FIX
+3,814.3%
-3,569.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.9% |
| 7D | -1.2% | +6.4% | -7.6% | -2.6% |
| 30D | +20.9% | -29.1% | +50.0% | +27.8% |
| 3M | -0.2% | -31.1% | +31.0% | +5.6% |
| 6M | +14.5% | -42.8% | +57.3% | +24.6% |
| YTD | +4.3% | +24.6% | -20.3% | -6.3% |
| 1Y | -3.5% | +21.9% | -25.4% | -13.3% |
| 3Y | +30.1% | +524.9% | -494.8% | -32.2% |
| 5Y | +8.5% | +1,092.2% | -1,083.7% | -55.2% |
| 10Y | +245.3% | +3,759.0% | -3,513.8% | -0.8% |
| All | +245.3% | +3,814.3% | -3,569.0% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling