+7.8%
HD vs FN
+148.3%
-140.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | -0.5% |
| 7D | +6.4% | -16.0% | +22.3% | +7.5% |
| 30D | +22.1% | -40.1% | +62.2% | +26.7% |
| 3M | -0.2% | -43.9% | +43.7% | +3.7% |
| 6M | +12.6% | -55.6% | +68.2% | +18.7% |
| YTD | +3.9% | -35.7% | +39.6% | +3.3% |
| 1Y | -3.7% | -39.8% | +36.1% | -3.9% |
| 3Y | +27.9% | +80.3% | -52.4% | -0.8% |
| 5Y | +7.8% | +143.3% | -135.5% | -27.2% |
| All | +7.8% | +148.3% | -140.5% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling