+47.7%
FND vs HBM
+348.9%
-301.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -5.8% | -3.3% | -2.5% | -5.1% |
| 30D | -20.2% | -4.8% | -15.4% | -19.6% |
| 3M | -12.0% | -0.4% | -11.5% | -13.3% |
| 6M | -18.5% | +17.9% | -36.4% | -24.1% |
| YTD | -22.3% | +33.7% | -56.0% | -30.7% |
| 1Y | -47.6% | +95.6% | -143.2% | -58.3% |
| 3Y | -49.8% | +458.1% | -507.9% | -71.1% |
| 5Y | -63.0% | +329.0% | -392.0% | -78.6% |
| All | +47.7% | +348.9% | -301.2% | -33.0% |
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