-21.7%
FN vs HBM
+36.9%
-58.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.0% | +2.9% | +7.5% |
| 7D | +16.3% | +5.0% | +11.3% | +14.0% |
| 30D | -24.7% | -12.7% | -12.0% | -19.7% |
| 3M | -34.9% | -17.4% | -17.5% | -29.3% |
| 6M | -41.1% | -8.9% | -32.2% | -38.7% |
| YTD | -19.6% | +14.9% | -34.5% | -30.7% |
| All | -21.7% | +36.9% | -58.6% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling