-22.2%
HDB vs FTV
+16.7%
-38.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | +12.7% | +1.4% | +11.3% | +12.1% |
| 30D | +16.6% | +18.3% | -1.7% | +10.1% |
| 3M | +10.8% | +9.8% | +1.0% | +7.1% |
| 6M | +3.8% | +12.3% | -8.5% | -0.7% |
| YTD | -28.9% | +23.1% | -52.0% | -34.5% |
| 1Y | -28.0% | +32.5% | -60.5% | -35.4% |
| 3Y | -7.2% | +38.3% | -45.5% | -21.5% |
| 5Y | -22.2% | +16.8% | -39.1% | -31.8% |
| All | -22.2% | +16.7% | -38.9% | -31.8% |
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 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