-37.8%
HDB vs FTV
+1.8%
-39.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | -5.8% | -9.5% | +3.7% | -2.6% |
| 3M | -5.2% | -10.9% | +5.7% | -1.7% |
| 6M | -25.7% | -0.6% | -25.1% | -25.9% |
| YTD | -39.6% | +1.4% | -41.0% | -40.4% |
| 1Y | -36.9% | +17.6% | -54.6% | -41.2% |
| 3Y | -29.7% | -3.3% | -26.5% | -30.9% |
| 5Y | -37.8% | -0.1% | -37.6% | -43.9% |
| All | -37.8% | +1.8% | -39.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling