+289.3%
FN vs HBM
+349.4%
-60.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.4% |
| 7D | -1.7% | -6.4% | +4.7% | +0.2% |
| 30D | -22.0% | +5.9% | -27.9% | -23.3% |
| 3M | -43.0% | -8.9% | -34.1% | -41.7% |
| 6M | -27.7% | +10.7% | -38.4% | -30.6% |
| YTD | -10.5% | +38.3% | -48.8% | -20.1% |
| 1Y | +12.5% | +121.3% | -108.8% | -11.7% |
| 3Y | +153.8% | +450.6% | -296.8% | +55.1% |
| All | +289.3% | +349.4% | -60.1% | +137.6% |
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 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