-95.9%
FCUV vs HBM
+289.2%
-385.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -7.0% |
| 7D | -63.8% | +5.5% | -69.3% | -63.7% |
| 30D | -14.7% | +3.3% | -18.0% | -14.6% |
| 3M | +65.3% | +12.7% | +52.7% | +65.0% |
| 6M | -68.5% | +28.2% | -96.7% | -68.7% |
| YTD | -83.0% | +45.3% | -128.4% | -83.2% |
| 1Y | -94.4% | +121.7% | -216.1% | -94.5% |
| 3Y | -99.3% | +523.5% | -622.8% | -99.3% |
| 5Y | -99.9% | +393.9% | -493.8% | -99.9% |
| 10Y | -98.6% | +647.9% | -746.5% | -98.6% |
| All | -95.9% | +289.2% | -385.1% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling