-2.6%
HD vs FND
-24.7%
+22.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | +1.5% | -6.8% | +8.3% | +4.4% |
| 30D | +18.0% | +8.0% | +10.0% | +14.2% |
| 3M | +2.8% | -18.9% | +21.7% | +10.7% |
| 6M | +17.0% | +4.7% | +12.3% | +13.7% |
| YTD | +3.5% | -21.6% | +25.1% | +9.2% |
| 1Y | -2.6% | -22.0% | +19.4% | +2.6% |
| All | -2.6% | -24.7% | +22.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling