+195.1%
FN vs HBM
+215.2%
-20.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -3.6% |
| 7D | -4.1% | +2.4% | -6.5% | -4.4% |
| 30D | -28.3% | -16.0% | -12.4% | -23.8% |
| 3M | -33.9% | -21.3% | -12.5% | -28.5% |
| 6M | -43.9% | -12.2% | -31.7% | -41.7% |
| YTD | -23.4% | +10.7% | -34.1% | -26.8% |
| 1Y | -25.4% | +30.3% | -55.7% | -31.8% |
| 3Y | +107.9% | +432.2% | -324.3% | +29.1% |
| 5Y | +195.1% | +218.8% | -23.7% | +94.1% |
| All | +195.1% | +215.2% | -20.1% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling