+4,039.1%
HD vs FIX
+8,419.6%
-4,380.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.1% | +21.6% | +9.2% |
| 7D | +11.9% | -18.9% | +30.8% | +15.5% |
| 30D | +26.4% | -36.3% | +62.7% | +35.6% |
| 3M | +2.8% | -38.5% | +41.3% | +10.6% |
| 6M | +15.5% | -42.3% | +57.7% | +24.2% |
| YTD | +5.5% | +17.1% | -11.6% | -1.4% |
| 1Y | -4.6% | +14.4% | -19.0% | -10.9% |
| 3Y | +29.9% | +486.7% | -456.8% | -16.2% |
| 5Y | +8.4% | +1,083.7% | -1,075.3% | -39.8% |
| 10Y | +275.2% | +3,932.4% | -3,657.3% | +59.6% |
| All | +4,039.1% | +8,419.6% | -4,380.5% | +1,139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling