+70.8%
HDB vs FTV
+127.3%
-56.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +4.1% | +3.7% | +0.4% | +2.6% |
| 30D | +13.0% | +16.8% | -3.9% | +6.0% |
| 3M | +11.3% | +10.4% | +0.9% | +6.6% |
| 6M | +6.9% | +12.8% | -5.9% | +1.2% |
| YTD | -29.6% | +23.3% | -52.9% | -36.2% |
| 1Y | -29.5% | +31.0% | -60.5% | -37.7% |
| 3Y | -8.1% | +38.6% | -46.7% | -23.3% |
| 5Y | -23.4% | +17.6% | -41.0% | -32.4% |
| 10Y | +62.9% | +110.0% | -47.1% | +7.2% |
| All | +70.8% | +127.3% | -56.5% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling