-34.0%
HDB vs FTV
+14.7%
-48.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.5% | +6.8% |
| 7D | +0.7% | -4.0% | +4.6% | +1.6% |
| 30D | +1.0% | -11.0% | +12.0% | +3.6% |
| 3M | -2.0% | -8.4% | +6.4% | -0.3% |
| 6M | -18.1% | -2.6% | -15.5% | -18.1% |
| YTD | -36.1% | -0.6% | -35.5% | -36.0% |
| 1Y | -34.0% | +11.0% | -45.0% | -32.3% |
| All | -34.0% | +14.7% | -48.8% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling