+4.3%
HD vs FRSH
-72.5%
+76.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.8% | -6.6% | +2.8% | -3.0% |
| 30D | -9.4% | +2.1% | -11.5% | -9.8% |
| 3M | -4.6% | +29.0% | -33.6% | -8.0% |
| 6M | -10.1% | +48.6% | -58.7% | -15.3% |
| YTD | -8.3% | -2.9% | -5.4% | -9.0% |
| 1Y | -25.0% | -7.9% | -17.1% | -25.1% |
| 3Y | +1.5% | -46.5% | +48.1% | +6.7% |
| All | +4.3% | -72.5% | +76.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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