-4.3%
HD vs FIX
+3.4%
-7.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.3% | -1.7% |
| 7D | +4.3% | -17.5% | +21.8% | +3.8% |
| 30D | +20.2% | -41.6% | +61.8% | +20.3% |
| 3M | -1.0% | -40.6% | +39.6% | -1.0% |
| 6M | +7.9% | -49.4% | +57.3% | +8.8% |
| YTD | +2.0% | +9.2% | -7.2% | -0.2% |
| 1Y | -4.3% | +6.5% | -10.8% | -6.4% |
| All | -4.3% | +3.4% | -7.7% | -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