+4,208.5%
HDB vs FDS
+1,693.6%
+2,514.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +13.7% | -5.0% | +18.7% | +16.0% |
| 30D | +15.8% | +13.8% | +2.1% | +9.5% |
| 3M | +9.2% | +14.8% | -5.6% | +1.9% |
| 6M | +3.2% | +47.4% | -44.2% | -15.4% |
| YTD | -29.4% | +14.2% | -43.5% | -36.7% |
| 1Y | -27.9% | +26.6% | -54.6% | -38.6% |
| 3Y | -5.9% | -24.4% | +18.6% | -1.8% |
| 5Y | -23.5% | -22.6% | -0.9% | -22.5% |
| 10Y | +61.3% | +130.0% | -68.6% | -8.2% |
| All | +4,208.5% | +1,693.6% | +2,514.8% | +934.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling