-98.0%
FCUV vs HBM
+47.3%
-145.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.6% | -11.2% | -6.6% |
| 7D | -8.6% | -5.8% | -2.7% | -9.8% |
| 30D | -25.9% | -18.5% | -7.4% | -29.6% |
| 3M | -69.8% | -10.3% | -59.5% | -69.5% |
| 6M | -31.6% | +2.1% | -33.7% | -38.5% |
| YTD | -90.1% | +12.0% | -102.2% | -91.9% |
| 1Y | -98.0% | +49.8% | -147.7% | -98.6% |
| All | -98.0% | +47.3% | -145.3% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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