+743.6%
FN vs HDB
+57.5%
+686.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.8% | +9.9% | +11.2% |
| 7D | 0.0% | +13.3% | -13.4% | -3.7% |
| 30D | -34.3% | +13.6% | -47.9% | -36.9% |
| 3M | -39.9% | +5.8% | -45.6% | -41.1% |
| 6M | -51.8% | -1.9% | -49.9% | -52.1% |
| YTD | -28.1% | -31.2% | +3.1% | -20.7% |
| 1Y | -29.1% | -29.6% | +0.5% | -22.3% |
| 3Y | +102.4% | -10.1% | +112.5% | +102.4% |
| 5Y | +171.7% | -24.3% | +196.0% | +181.1% |
| All | +743.6% | +57.5% | +686.1% | +626.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling