-98.6%
FCUV vs HBM
+619.2%
-717.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.3% |
| 7D | -66.5% | -3.3% | -63.2% | -66.5% |
| 30D | +5.0% | -4.8% | +9.8% | +5.0% |
| 3M | +63.8% | -0.4% | +64.2% | +63.2% |
| 6M | -67.8% | +17.9% | -85.7% | -68.4% |
| YTD | -82.4% | +33.7% | -116.1% | -82.8% |
| 1Y | -94.7% | +95.6% | -190.3% | -94.9% |
| 3Y | -99.3% | +458.1% | -557.4% | -99.3% |
| 5Y | -99.9% | +329.0% | -428.9% | -99.9% |
| All | -98.6% | +619.2% | -717.7% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling