+41.5%
HDB vs FCUV
-98.6%
+140.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.3% | +3.6% | +6.9% |
| 7D | +0.7% | -66.5% | +67.2% | +0.9% |
| 30D | +1.0% | +5.0% | -4.0% | +0.9% |
| 3M | -2.0% | +63.8% | -65.8% | -2.9% |
| 6M | -18.1% | -67.8% | +49.7% | -18.6% |
| YTD | -36.1% | -82.4% | +46.3% | -36.4% |
| 1Y | -34.0% | -94.7% | +60.7% | -34.2% |
| 3Y | -26.7% | -99.3% | +72.6% | -26.9% |
| 5Y | -33.9% | -99.9% | +66.0% | -33.9% |
| All | +41.5% | -98.6% | +140.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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