+693.0%
FN vs HBM
+281.1%
+411.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -7.0% |
| 7D | +0.3% | +2.2% | -2.0% | -0.1% |
| 30D | -16.5% | -11.8% | -4.7% | -13.2% |
| 3M | -42.1% | -19.2% | -22.9% | -38.5% |
| 6M | -52.9% | -22.9% | -30.0% | -49.6% |
| YTD | -28.0% | +7.8% | -35.8% | -30.1% |
| 1Y | -18.5% | +34.9% | -53.4% | -25.1% |
| 3Y | +93.9% | +422.2% | -328.3% | +26.7% |
| 5Y | +170.5% | +192.8% | -22.3% | +89.5% |
| All | +693.0% | +281.1% | +411.9% | +345.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling