-19.8%
HD vs FANG
+43.7%
-63.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +0.5% |
| 7D | -2.1% | +0.8% | -2.8% | -1.9% |
| 30D | -8.4% | +7.6% | -16.0% | -6.7% |
| 3M | +4.3% | -1.3% | +5.6% | +5.2% |
| 6M | -11.1% | +14.7% | -25.8% | -10.0% |
| YTD | -4.7% | +34.8% | -39.5% | -4.5% |
| 1Y | -19.8% | +42.9% | -62.7% | -18.8% |
| All | -19.8% | +43.7% | -63.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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