+143.3%
FN vs HDB
-26.0%
+169.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.5% | -15.8% | -14.7% |
| 7D | -16.0% | +13.3% | -29.3% | -19.3% |
| 30D | -40.1% | +10.2% | -50.3% | -42.1% |
| 3M | -43.9% | +3.6% | -47.5% | -44.8% |
| 6M | -55.6% | -0.5% | -55.1% | -56.2% |
| YTD | -35.7% | -32.4% | -3.2% | -27.6% |
| 1Y | -39.8% | -31.1% | -8.8% | -32.7% |
| 3Y | +80.3% | -12.6% | +92.9% | +80.1% |
| 5Y | +143.3% | -25.7% | +169.0% | +146.9% |
| All | +143.3% | -26.0% | +169.3% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling