-80.5%
FCUV vs HBM
+123.0%
-203.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.9% | -12.7% | -13.8% |
| 7D | +62.8% | -6.4% | +69.2% | +61.2% |
| 30D | +66.5% | +5.9% | +60.6% | +69.2% |
| 3M | +459.9% | -8.9% | +468.9% | +485.1% |
| 6M | -12.4% | +10.7% | -23.0% | -15.2% |
| YTD | -47.5% | +38.3% | -85.8% | -52.9% |
| 1Y | -80.5% | +121.3% | -201.8% | -81.5% |
| All | -80.5% | +123.0% | -203.5% | -81.5% |
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