+478.6%
HD vs USFR
+27.5%
+451.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -8.4% | +0.3% | -8.7% | -8.5% |
| 3M | +4.3% | +1.0% | +3.3% | +3.9% |
| 6M | -11.1% | +1.9% | -13.1% | -11.9% |
| YTD | -4.7% | +2.6% | -7.3% | -5.8% |
| 1Y | -19.8% | +4.0% | -23.8% | -21.3% |
| 3Y | +4.1% | +14.1% | -10.0% | -2.2% |
| 5Y | +10.3% | +20.4% | -10.1% | +0.9% |
| 10Y | +203.2% | +28.0% | +175.2% | +168.7% |
| All | +478.6% | +27.5% | +451.1% | +407.2% |
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