+248.6%
HD vs FN
+700.1%
-451.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.0% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | +18.0% | -16.5% | +34.5% | +19.6% |
| 3M | +2.8% | -42.1% | +44.9% | +8.5% |
| 6M | +17.0% | -52.9% | +69.9% | +25.5% |
| YTD | +3.5% | -28.0% | +31.5% | +1.9% |
| 1Y | -2.6% | -18.5% | +15.9% | -6.5% |
| 3Y | +30.7% | +93.9% | -63.1% | -0.5% |
| 5Y | +6.2% | +170.5% | -164.3% | -27.5% |
| All | +248.6% | +700.1% | -451.6% | +85.5% |
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