-55.6%
FN vs HDB
-1.1%
-54.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.5% | -15.8% | -14.0% |
| 7D | -16.0% | +13.3% | -29.3% | -15.0% |
| 30D | -40.1% | +10.2% | -50.3% | -39.5% |
| 3M | -43.9% | +3.6% | -47.5% | -43.9% |
| 6M | -55.6% | -0.5% | -55.1% | -56.7% |
| All | -55.6% | -1.1% | -54.6% | -56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling