+49.0%
FND vs HBM
+261.9%
-212.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -6.8% | +2.2% | -9.1% | -7.4% |
| 30D | +8.0% | -11.8% | +19.8% | +11.1% |
| 3M | -18.9% | -19.2% | +0.3% | -15.1% |
| 6M | +4.7% | -22.9% | +27.6% | +9.0% |
| YTD | -21.6% | +7.8% | -29.4% | -26.5% |
| 1Y | -22.0% | +34.9% | -56.9% | -31.2% |
| 3Y | -40.4% | +422.2% | -462.6% | -65.2% |
| 5Y | -63.8% | +192.8% | -256.6% | -76.9% |
| All | +49.0% | +261.9% | -212.9% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling