+1,468.3%
HD vs FN
+3,620.5%
-2,152.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -8.4% | -22.0% | +13.6% | -6.1% |
| 3M | +4.3% | -43.0% | +47.3% | +10.2% |
| 6M | -11.1% | -27.7% | +16.6% | -10.0% |
| YTD | -4.7% | -10.5% | +5.8% | -6.8% |
| 1Y | -19.8% | +12.5% | -32.3% | -24.6% |
| 3Y | +4.1% | +153.8% | -149.7% | -16.8% |
| 5Y | +10.3% | +288.0% | -277.7% | -18.9% |
| 10Y | +203.2% | +906.4% | -703.3% | +91.9% |
| All | +1,468.3% | +3,620.5% | -2,152.2% | +752.8% |
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