-27.7%
FN vs HDB
-24.8%
-2.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -22.0% | -2.8% | -19.2% | -21.4% |
| 3M | -43.0% | -3.5% | -39.5% | -44.5% |
| 6M | -27.7% | -24.7% | -3.0% | -11.4% |
| All | -27.7% | -24.8% | -2.9% | -11.4% |
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 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