+536.9%
HD vs USFR
+28.5%
+508.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +21.6% | +0.4% | +21.2% | +21.4% |
| 3M | +0.1% | +1.1% | -0.9% | -0.4% |
| 6M | +13.0% | +2.0% | +11.0% | +12.0% |
| YTD | +4.9% | +3.4% | +1.5% | +3.3% |
| 1Y | -2.1% | +4.1% | -6.2% | -3.9% |
| 3Y | +32.6% | +14.3% | +18.3% | +24.5% |
| 5Y | +8.2% | +21.3% | -13.1% | -1.4% |
| 10Y | +257.9% | +28.5% | +229.4% | +216.6% |
| All | +536.9% | +28.5% | +508.4% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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