+3.3%
HD vs FRSH
-72.6%
+75.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -3.9% | -11.2% | +7.3% | -2.4% |
| 30D | -13.1% | -0.8% | -12.3% | -13.2% |
| 3M | -3.4% | +26.4% | -29.9% | -6.6% |
| 6M | -12.6% | +48.4% | -60.9% | -17.6% |
| YTD | -9.2% | -3.1% | -6.1% | -9.8% |
| 1Y | -23.9% | -8.7% | -15.2% | -23.9% |
| 3Y | +0.4% | -45.8% | +46.2% | +5.3% |
| All | +3.3% | -72.6% | +75.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling