+629.7%
HD vs FANG
+1,373.6%
-743.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.2% | -1.7% | +0.6% | -1.0% |
| 30D | -11.1% | +6.8% | -17.9% | -11.9% |
| 3M | +2.0% | +1.3% | +0.7% | +1.6% |
| 6M | -10.5% | +11.8% | -22.3% | -12.3% |
| YTD | -6.9% | +35.1% | -41.9% | -11.1% |
| 1Y | -23.2% | +48.9% | -72.1% | -27.7% |
| 3Y | +3.1% | +42.8% | -39.7% | -3.6% |
| 5Y | +7.4% | +230.3% | -222.9% | -11.6% |
| 10Y | +205.0% | +167.0% | +38.0% | +124.0% |
| All | +629.7% | +1,373.6% | -743.9% | +353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling