-61.8%
FND vs HBM
+392.2%
-454.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.8% | +5.5% | -6.3% | -2.1% |
| 30D | -19.6% | +3.3% | -22.9% | -20.5% |
| 3M | -4.3% | +12.7% | -17.0% | -8.4% |
| 6M | -20.4% | +28.2% | -48.6% | -27.2% |
| YTD | -21.9% | +45.3% | -67.2% | -31.5% |
| 1Y | -45.2% | +121.7% | -166.9% | -57.4% |
| 3Y | -49.2% | +523.5% | -572.8% | -71.5% |
| 5Y | -61.8% | +393.9% | -455.7% | -78.3% |
| All | -61.8% | +392.2% | -454.0% | -78.3% |
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