+92.3%
HDB vs FCUV
-95.6%
+187.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -65.2% | +62.2% | -2.9% |
| 7D | -2.0% | -47.9% | +45.9% | -2.0% |
| 30D | -4.9% | +13.7% | -18.5% | -5.0% |
| 3M | -2.3% | +97.0% | -99.3% | -3.2% |
| 6M | -23.7% | -66.1% | +42.4% | -24.1% |
| YTD | -38.5% | -81.8% | +43.3% | -38.7% |
| 1Y | -36.5% | -93.3% | +56.8% | -36.6% |
| 3Y | -28.5% | -99.2% | +70.8% | -28.6% |
| 5Y | -37.4% | -99.9% | +62.5% | -37.4% |
| 10Y | +34.0% | -98.5% | +132.6% | +30.7% |
| All | +92.3% | -95.6% | +187.8% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling