+254.2%
HD vs FN
+753.0%
-498.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -3.2% |
| 7D | +4.3% | 0.0% | +4.4% | +3.8% |
| 30D | +20.2% | -34.3% | +54.5% | +25.7% |
| 3M | -1.0% | -39.9% | +38.9% | +4.0% |
| 6M | +7.9% | -51.8% | +59.7% | +15.3% |
| YTD | +2.0% | -28.1% | +30.1% | +0.5% |
| 1Y | -4.3% | -29.1% | +24.8% | -6.0% |
| 3Y | +25.9% | +102.4% | -76.5% | -4.9% |
| 5Y | +5.8% | +171.7% | -165.8% | -27.6% |
| All | +254.2% | +753.0% | -498.8% | +90.1% |
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