+0.5%
HD vs FANG
+45.6%
-45.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -3.9% | +1.2% | -5.1% | -3.9% |
| 30D | -13.1% | +2.4% | -15.5% | -13.2% |
| 3M | -3.4% | +5.1% | -8.5% | -3.6% |
| 6M | -12.6% | +16.4% | -29.0% | -14.2% |
| YTD | -9.2% | +39.0% | -48.2% | -13.2% |
| 1Y | -23.9% | +50.6% | -74.6% | -28.3% |
| All | +0.5% | +45.6% | -45.0% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling