+743.6%
FN vs HBM
+376.3%
+367.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.1% | +11.2% |
| 7D | 0.0% | -3.6% | +3.6% | +1.1% |
| 30D | -34.3% | -19.2% | -15.1% | -30.2% |
| 3M | -39.9% | -20.5% | -19.4% | -36.0% |
| 6M | -51.8% | -12.8% | -39.0% | -50.2% |
| YTD | -28.1% | +5.4% | -33.6% | -30.0% |
| 1Y | -29.1% | +33.0% | -62.0% | -34.6% |
| 3Y | +102.4% | +357.3% | -254.9% | +36.1% |
| 5Y | +171.7% | +210.4% | -38.7% | +87.8% |
| All | +743.6% | +376.3% | +367.2% | +376.7% |
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