+7.4%
HD vs FND
-61.9%
+69.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.1% | -23.6% | +12.4% | -2.3% |
| 3M | +2.0% | +4.3% | -2.3% | -0.2% |
| 6M | -10.5% | -20.3% | +9.8% | -4.2% |
| YTD | -6.9% | -21.3% | +14.4% | -0.5% |
| 1Y | -23.2% | -45.4% | +22.2% | -7.1% |
| 3Y | +3.1% | -48.9% | +51.9% | +21.8% |
| 5Y | +7.4% | -61.0% | +68.4% | +29.8% |
| All | +7.4% | -61.9% | +69.2% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling