+153.5%
HD vs FND
+58.4%
+95.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.1% | -23.6% | +12.4% | -3.0% |
| 3M | +2.0% | +4.3% | -2.3% | 0.0% |
| 6M | -10.5% | -20.3% | +9.8% | -4.6% |
| YTD | -6.9% | -21.3% | +14.4% | -0.9% |
| 1Y | -23.2% | -45.4% | +22.2% | -8.4% |
| 3Y | +3.1% | -48.9% | +51.9% | +20.8% |
| 5Y | +7.4% | -61.0% | +68.4% | +30.5% |
| All | +153.5% | +58.4% | +95.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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