+1,422.9%
FANG vs HDB
+164.1%
+1,258.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | -0.4% | -4.9% | +4.5% | +1.1% |
| 30D | +2.4% | -5.8% | +8.2% | +4.1% |
| 3M | +4.9% | -5.2% | +10.1% | +5.8% |
| 6M | +12.0% | -25.7% | +37.7% | +20.8% |
| YTD | +37.1% | -39.6% | +76.7% | +57.9% |
| 1Y | +52.3% | -36.9% | +89.2% | +72.5% |
| 3Y | +45.0% | -29.7% | +74.7% | +54.7% |
| 5Y | +231.0% | -37.8% | +268.7% | +261.4% |
| 10Y | +177.5% | +33.7% | +143.7% | +133.8% |
| All | +1,422.9% | +164.1% | +1,258.8% | +1,006.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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