-37.4%
HDB vs FDS
-20.4%
-17.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.3% |
| 7D | -2.0% | -5.4% | +3.3% | -1.1% |
| 30D | -4.9% | +1.6% | -6.4% | -5.2% |
| 3M | -2.3% | +17.7% | -20.0% | -5.7% |
| 6M | -23.7% | +29.1% | -52.8% | -28.2% |
| YTD | -38.5% | +1.0% | -39.4% | -38.6% |
| 1Y | -36.5% | -21.6% | -14.8% | -32.0% |
| 3Y | -28.5% | -30.1% | +1.7% | -22.0% |
| 5Y | -37.4% | -20.7% | -16.6% | -33.7% |
| All | -37.4% | -20.4% | -17.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling