+159.5%
HD vs FND
+66.0%
+93.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -2.1% | -5.2% | +3.2% | -0.4% |
| 30D | -8.4% | -19.9% | +11.5% | -1.6% |
| 3M | +4.3% | +2.7% | +1.6% | +2.7% |
| 6M | -11.1% | -21.7% | +10.5% | -4.8% |
| YTD | -4.7% | -17.5% | +12.8% | -0.1% |
| 1Y | -19.8% | -39.3% | +19.5% | -7.7% |
| 3Y | +4.1% | -49.8% | +53.9% | +22.7% |
| 5Y | +10.3% | -60.1% | +70.4% | +32.9% |
| All | +159.5% | +66.0% | +93.4% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling