-25.0%
HD vs FANG
+52.7%
-77.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.9% |
| 7D | -3.8% | +2.9% | -6.7% | -3.2% |
| 30D | -9.4% | +2.6% | -12.1% | -8.8% |
| 3M | -4.6% | +7.6% | -12.2% | -2.4% |
| 6M | -10.1% | +17.3% | -27.4% | -8.6% |
| YTD | -8.3% | +38.7% | -47.0% | -8.2% |
| 1Y | -25.0% | +51.6% | -76.7% | -25.0% |
| All | -25.0% | +52.7% | -77.7% | -25.0% |
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