+248.6%
HD vs FIX
+3,564.5%
-3,316.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +1.5% | +9.4% | -7.9% | -0.3% |
| 30D | +18.0% | -27.8% | +45.8% | +24.3% |
| 3M | +2.8% | -35.6% | +38.3% | +10.2% |
| 6M | +17.0% | -45.2% | +62.2% | +28.4% |
| YTD | +3.5% | +19.5% | -15.9% | -6.3% |
| 1Y | -2.6% | +24.2% | -26.8% | -13.0% |
| 3Y | +30.7% | +494.2% | -463.4% | -31.2% |
| 5Y | +6.2% | +1,036.1% | -1,029.9% | -55.7% |
| All | +248.6% | +3,564.5% | -3,316.0% | +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