-5.9%
HDB vs FDS
-24.3%
+18.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | +13.7% | -5.0% | +18.7% | +14.2% |
| 30D | +15.8% | +13.8% | +2.1% | +14.6% |
| 3M | +9.2% | +14.8% | -5.6% | +7.9% |
| 6M | +3.2% | +47.4% | -44.2% | -0.5% |
| YTD | -29.4% | +14.2% | -43.5% | -29.7% |
| 1Y | -27.9% | +26.6% | -54.6% | -29.6% |
| 3Y | -5.9% | -24.4% | +18.6% | 0.0% |
| All | -5.9% | -24.3% | +18.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling