+33.7%
HDB vs FDS
+72.8%
-39.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.8% |
| 7D | -4.9% | -8.8% | +3.9% | -2.4% |
| 30D | -5.8% | -1.4% | -4.5% | -5.7% |
| 3M | -5.2% | +13.9% | -19.1% | -9.6% |
| 6M | -25.7% | +27.4% | -53.1% | -32.3% |
| YTD | -39.6% | -2.5% | -37.1% | -40.4% |
| 1Y | -36.9% | -23.8% | -13.1% | -32.5% |
| 3Y | -29.7% | -32.5% | +2.8% | -22.8% |
| 5Y | -37.8% | -23.2% | -14.6% | -36.2% |
| 10Y | +33.7% | +76.4% | -42.7% | +0.2% |
| All | +33.7% | +72.8% | -39.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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