+794.1%
FN vs HBM
+301.8%
+492.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -3.8% |
| 7D | -4.1% | +2.4% | -6.5% | -4.4% |
| 30D | -28.3% | -16.0% | -12.4% | -24.5% |
| 3M | -33.9% | -21.3% | -12.5% | -29.4% |
| 6M | -43.9% | -12.2% | -31.7% | -42.0% |
| YTD | -23.4% | +10.7% | -34.1% | -26.2% |
| 1Y | -25.4% | +30.3% | -55.7% | -30.9% |
| 3Y | +107.9% | +432.2% | -324.3% | +35.1% |
| 5Y | +195.1% | +218.8% | -23.7% | +102.7% |
| 10Y | +794.1% | +281.4% | +512.7% | +407.0% |
| All | +794.1% | +301.8% | +492.3% | +407.0% |
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 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