+2,625.3%
FN vs HBM
+86.7%
+2,538.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.4% | -6.9% | -12.5% |
| 7D | -16.0% | -11.9% | -4.1% | -13.3% |
| 30D | -40.1% | -23.6% | -16.5% | -36.0% |
| 3M | -43.9% | -20.5% | -23.4% | -40.7% |
| 6M | -55.6% | -7.9% | -47.8% | -54.8% |
| YTD | -35.7% | +3.8% | -39.4% | -36.9% |
| 1Y | -39.8% | +31.7% | -71.5% | -44.0% |
| 3Y | +80.3% | +342.4% | -262.1% | +26.1% |
| 5Y | +143.3% | +205.5% | -62.2% | +74.1% |
| 10Y | +682.3% | +379.4% | +302.9% | +333.6% |
| All | +2,625.3% | +86.7% | +2,538.6% | +1,727.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling