+3,638.6%
HD vs FIX
+12,471.5%
-8,832.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -2.1% | +6.0% | -8.1% | -3.1% |
| 30D | -8.4% | -7.2% | -1.2% | -7.4% |
| 3M | +4.3% | -15.9% | +20.2% | +6.5% |
| 6M | -11.1% | +12.7% | -23.9% | -14.7% |
| YTD | -4.7% | +72.8% | -77.5% | -15.9% |
| 1Y | -19.8% | +122.9% | -142.7% | -33.3% |
| 3Y | +4.1% | +774.3% | -770.2% | -36.9% |
| 5Y | +10.3% | +2,049.5% | -2,039.2% | -44.4% |
| 10Y | +203.2% | +5,821.5% | -5,618.3% | +21.6% |
| All | +3,638.6% | +12,471.5% | -8,832.9% | +957.5% |
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 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