+54.0%
HDB vs FTV
+90.8%
-36.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +0.4% | -4.5% | +4.9% | +2.3% |
| 30D | -2.8% | -7.1% | +4.3% | 0.0% |
| 3M | -3.5% | -7.2% | +3.6% | -1.0% |
| 6M | -24.7% | -1.5% | -23.2% | -24.7% |
| YTD | -36.6% | +3.5% | -40.0% | -38.1% |
| 1Y | -34.4% | +20.3% | -54.7% | -40.1% |
| 3Y | -24.4% | -3.1% | -21.3% | -26.2% |
| 5Y | -35.4% | +2.3% | -37.7% | -39.7% |
| 10Y | +39.5% | +76.3% | -36.8% | -1.2% |
| All | +54.0% | +90.8% | -36.8% | +7.4% |
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