+3,769.4%
HDB vs FDS
+1,557.7%
+2,211.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.0% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | -2.8% | +9.0% | -11.8% | -6.6% |
| 3M | -3.5% | +18.9% | -22.4% | -11.8% |
| 6M | -24.7% | +35.1% | -59.8% | -36.0% |
| YTD | -36.6% | +5.5% | -42.1% | -40.8% |
| 1Y | -34.4% | -16.8% | -17.6% | -32.7% |
| 3Y | -24.4% | -28.1% | +3.7% | -19.0% |
| 5Y | -35.4% | -17.4% | -17.9% | -36.4% |
| 10Y | +39.5% | +85.4% | -45.9% | -11.9% |
| All | +3,769.4% | +1,557.7% | +2,211.7% | +868.0% |
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 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