+654.4%
HBM vs FDS
+731.4%
-77.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.3% | +10.0% | +7.9% |
| 7D | +7.4% | -5.4% | +12.7% | +10.2% |
| 30D | +5.1% | +1.6% | +3.5% | +3.5% |
| 3M | +11.1% | +17.7% | -6.6% | -1.8% |
| 6M | +30.2% | +29.1% | +1.2% | +5.9% |
| YTD | +46.2% | +1.0% | +45.2% | +34.3% |
| 1Y | +120.0% | -21.6% | +141.7% | +132.5% |
| 3Y | +527.4% | -30.1% | +557.5% | +594.7% |
| 5Y | +400.4% | -20.7% | +421.1% | +396.0% |
| 10Y | +621.5% | +78.3% | +543.2% | +266.0% |
| All | +654.4% | +731.4% | -77.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 all: compounded portfolio wealth divided by compounded FDS 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…
all analysis · Full analysis span regression · 6 months rolling