+218.4%
HD vs FTV
+90.8%
+127.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | -2.1% | -4.5% | +2.4% | +0.3% |
| 30D | -8.4% | -7.1% | -1.4% | -5.0% |
| 3M | +4.3% | -7.2% | +11.5% | +8.1% |
| 6M | -11.1% | -1.5% | -9.6% | -11.0% |
| YTD | -4.7% | +3.5% | -8.1% | -7.7% |
| 1Y | -19.8% | +20.3% | -40.2% | -28.5% |
| 3Y | +4.1% | -3.1% | +7.2% | +2.3% |
| 5Y | +10.3% | +2.3% | +8.0% | +3.7% |
| 10Y | +203.2% | +76.3% | +126.8% | +113.7% |
| All | +218.4% | +90.8% | +127.6% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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