+8.1%
HD vs FN
+194.7%
-186.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.3% |
| 7D | +5.2% | -4.1% | +9.3% | +5.3% |
| 30D | +20.7% | -28.3% | +49.1% | +23.6% |
| 3M | +0.8% | -33.9% | +34.7% | +3.4% |
| 6M | +12.2% | -43.9% | +56.1% | +15.9% |
| YTD | +4.2% | -23.4% | +27.7% | +2.2% |
| 1Y | -2.6% | -25.4% | +22.8% | -4.5% |
| 3Y | +30.0% | +107.9% | -77.9% | +0.3% |
| 5Y | +8.1% | +195.1% | -187.0% | -28.3% |
| All | +8.1% | +194.7% | -186.6% | -28.3% |
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