-3.7%
HD vs FN
-36.4%
+32.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | -1.9% |
| 7D | +6.4% | -16.0% | +22.3% | +6.0% |
| 30D | +22.1% | -40.1% | +62.2% | +21.4% |
| 3M | -0.2% | -43.9% | +43.7% | -0.7% |
| 6M | +12.6% | -55.6% | +68.2% | +12.2% |
| YTD | +3.9% | -35.7% | +39.6% | +2.6% |
| 1Y | -3.7% | -39.8% | +36.1% | -4.9% |
| All | -3.7% | -36.4% | +32.7% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling