+1,636.3%
HD vs FN
+3,020.0%
-1,383.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.0% | +12.5% | +7.2% |
| 7D | +11.9% | -7.0% | +18.9% | +12.5% |
| 30D | +26.4% | -24.7% | +51.1% | +29.8% |
| 3M | +2.8% | -35.7% | +38.5% | +6.8% |
| 6M | +15.5% | -52.4% | +67.9% | +22.9% |
| YTD | +5.5% | -25.0% | +30.5% | +4.4% |
| 1Y | -4.6% | -25.7% | +21.1% | -6.0% |
| 3Y | +29.9% | +110.2% | -80.4% | +5.3% |
| 5Y | +8.4% | +192.3% | -183.9% | -18.0% |
| 10Y | +275.2% | +812.3% | -537.1% | +138.7% |
| All | +1,636.3% | +3,020.0% | -1,383.7% | +855.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling