-28.5%
HDB vs FTV
-3.2%
-25.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.9% |
| 7D | -2.0% | -0.4% | -1.7% | -2.0% |
| 30D | -4.9% | -8.3% | +3.4% | -3.3% |
| 3M | -2.3% | -7.4% | +5.1% | -1.0% |
| 6M | -23.7% | -1.2% | -22.5% | -23.7% |
| YTD | -38.5% | +2.7% | -41.2% | -38.9% |
| 1Y | -36.5% | +18.4% | -54.9% | -38.5% |
| 3Y | -28.5% | -2.0% | -26.4% | -28.8% |
| All | -28.5% | -3.2% | -25.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling