-44.9%
FND vs HBM
+103.9%
-148.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -0.4% |
| 7D | -5.1% | -3.7% | -1.4% | -4.6% |
| 30D | -22.5% | -3.7% | -18.9% | -22.3% |
| 3M | -5.0% | +8.0% | -13.0% | -7.2% |
| 6M | -21.5% | +15.8% | -37.3% | -25.6% |
| YTD | -23.0% | +34.4% | -57.4% | -28.0% |
| 1Y | -44.9% | +98.2% | -143.1% | -48.6% |
| All | -44.9% | +103.9% | -148.8% | -48.6% |
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