+1,440.5%
FANG vs HBM
+185.9%
+1,254.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.6% |
| 30D | +2.6% | -4.8% | +7.4% | +3.4% |
| 3M | +7.6% | -0.4% | +8.0% | +5.7% |
| 6M | +17.3% | +17.9% | -0.6% | +6.8% |
| YTD | +38.7% | +33.7% | +5.0% | +19.6% |
| 1Y | +51.6% | +95.6% | -43.9% | +15.4% |
| 3Y | +50.0% | +458.1% | -408.2% | -21.6% |
| 5Y | +237.6% | +329.0% | -91.4% | +79.7% |
| 10Y | +180.7% | +588.2% | -407.5% | +14.6% |
| All | +1,440.5% | +185.9% | +1,254.6% | +614.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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