-39.3%
FND vs HBM
+123.0%
-162.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | -5.2% | -6.4% | +1.1% | -4.2% |
| 30D | -19.9% | +5.9% | -25.8% | -20.7% |
| 3M | +2.7% | -8.9% | +11.6% | +3.8% |
| 6M | -21.7% | +10.7% | -32.3% | -25.4% |
| YTD | -17.5% | +38.3% | -55.8% | -23.2% |
| 1Y | -39.3% | +121.3% | -160.6% | -43.1% |
| All | -39.3% | +123.0% | -162.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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