-94.7%
FCUV vs HBM
+97.2%
-191.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.1% |
| 7D | -66.5% | -3.3% | -63.2% | -65.9% |
| 30D | +5.0% | -4.8% | +9.8% | +6.8% |
| 3M | +63.8% | -0.4% | +64.2% | +69.2% |
| 6M | -67.8% | +17.9% | -85.7% | -69.7% |
| YTD | -82.4% | +33.7% | -116.1% | -84.0% |
| 1Y | -94.7% | +95.6% | -190.3% | -95.0% |
| All | -94.7% | +97.2% | -191.9% | -95.0% |
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