+804.7%
FN vs HBM
+274.8%
+529.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +8.0% | -1.3% | +9.3% | +8.8% |
| 30D | -19.1% | -14.8% | -4.3% | -15.2% |
| 3M | -29.8% | -20.7% | -9.1% | -25.2% |
| 6M | -43.2% | -13.9% | -29.3% | -41.0% |
| YTD | -18.9% | +10.6% | -29.6% | -21.9% |
| 1Y | -17.9% | +32.4% | -50.2% | -24.2% |
| 3Y | +120.1% | +432.0% | -311.9% | +43.0% |
| 5Y | +206.7% | +205.5% | +1.2% | +112.5% |
| 10Y | +804.7% | +291.1% | +513.5% | +404.6% |
| All | +804.7% | +274.8% | +529.8% | +404.6% |
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