+7.8%
HD vs FIX
+929.6%
-921.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.6% | +10.0% | -0.1% |
| 7D | +6.4% | -27.2% | +33.6% | +10.1% |
| 30D | +22.1% | -46.9% | +69.0% | +31.7% |
| 3M | -0.2% | -44.4% | +44.2% | +6.6% |
| 6M | +12.6% | -50.9% | +63.5% | +21.6% |
| YTD | +3.9% | +3.5% | +0.4% | -2.2% |
| 1Y | -3.7% | -2.1% | -1.6% | -8.8% |
| 3Y | +27.9% | +418.7% | -390.9% | -28.7% |
| 5Y | +7.8% | +894.6% | -886.7% | -55.5% |
| All | +7.8% | +929.6% | -921.8% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling