+66.7%
HDB vs FTV
+109.2%
-42.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.7% | +3.9% | -1.2% | +1.2% |
| 30D | +14.1% | +18.7% | -4.5% | +6.3% |
| 3M | +11.8% | +10.0% | +1.8% | +7.2% |
| 6M | +8.2% | +14.6% | -6.4% | +1.7% |
| YTD | -29.3% | +23.4% | -52.7% | -36.0% |
| 1Y | -28.8% | +31.3% | -60.1% | -37.3% |
| 3Y | -7.5% | +39.8% | -47.3% | -23.3% |
| 5Y | -23.1% | +17.7% | -40.7% | -32.2% |
| All | +66.7% | +109.2% | -42.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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