-18.5%
FN vs HDB
-29.0%
+10.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.4% |
| 7D | +0.3% | +2.7% | -2.5% | -0.4% |
| 30D | -16.5% | +14.1% | -30.7% | -19.2% |
| 3M | -42.1% | +11.8% | -53.9% | -43.7% |
| 6M | -52.9% | +8.2% | -61.0% | -55.2% |
| YTD | -28.0% | -29.3% | +1.3% | -12.2% |
| 1Y | -18.5% | -28.8% | +10.3% | -2.1% |
| All | -18.5% | -29.0% | +10.5% | -2.1% |
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