+260.9%
HD vs FN
+663.9%
-403.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +0.2% |
| 7D | +6.4% | -16.0% | +22.3% | +8.2% |
| 30D | +22.1% | -40.1% | +62.2% | +29.1% |
| 3M | -0.2% | -43.9% | +43.7% | +5.7% |
| 6M | +12.6% | -55.6% | +68.2% | +21.5% |
| YTD | +3.9% | -35.7% | +39.6% | +3.9% |
| 1Y | -3.7% | -39.8% | +36.1% | -3.2% |
| 3Y | +27.9% | +80.3% | -52.4% | -2.0% |
| 5Y | +7.8% | +143.3% | -135.5% | -25.2% |
| All | +260.9% | +663.9% | -403.1% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling