+205.5%
HD vs FIX
+5,813.3%
-5,607.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -2.1% | +6.0% | -8.1% | -3.3% |
| 30D | -8.4% | -7.2% | -1.2% | -7.2% |
| 3M | +4.3% | -15.9% | +20.2% | +6.8% |
| 6M | -11.1% | +12.7% | -23.9% | -15.5% |
| YTD | -4.7% | +72.8% | -77.5% | -18.4% |
| 1Y | -19.8% | +122.9% | -142.7% | -36.5% |
| 3Y | +4.1% | +774.3% | -770.2% | -48.2% |
| 5Y | +10.3% | +2,049.5% | -2,039.2% | -59.3% |
| All | +205.5% | +5,813.3% | -5,607.7% | -15.9% |
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