-29.1%
FN vs HDB
-30.1%
+1.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.8% | +9.9% | +11.3% |
| 7D | 0.0% | +13.3% | -13.4% | -3.0% |
| 30D | -34.3% | +13.6% | -47.9% | -36.4% |
| 3M | -39.9% | +5.8% | -45.6% | -40.6% |
| 6M | -51.8% | -1.9% | -49.9% | -51.8% |
| YTD | -28.1% | -31.2% | +3.1% | -13.2% |
| 1Y | -29.1% | -29.6% | +0.5% | -15.5% |
| All | -29.1% | -30.1% | +1.0% | -15.5% |
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