-25.7%
FN vs HDB
-32.8%
+7.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.6% | -11.5% | -7.2% |
| 7D | -7.0% | +12.9% | -19.9% | -9.7% |
| 30D | -24.7% | +10.0% | -34.8% | -26.6% |
| 3M | -35.7% | +1.8% | -37.5% | -35.9% |
| 6M | -52.4% | -2.1% | -50.3% | -53.0% |
| YTD | -25.0% | -33.4% | +8.5% | -9.9% |
| 1Y | -25.7% | -32.9% | +7.2% | -12.1% |
| All | -25.7% | -32.8% | +7.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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