-63.3%
FND vs HBM
+194.0%
-257.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -6.8% | +2.2% | -9.1% | -7.3% |
| 30D | +8.0% | -11.8% | +19.8% | +11.0% |
| 3M | -18.9% | -19.2% | +0.3% | -15.3% |
| 6M | +4.7% | -22.9% | +27.6% | +8.8% |
| YTD | -21.6% | +7.8% | -29.4% | -26.6% |
| 1Y | -22.0% | +34.9% | -56.9% | -31.3% |
| 3Y | -40.4% | +422.2% | -462.6% | -65.6% |
| All | -63.3% | +194.0% | -257.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling