+115.6%
FE vs HBM
+630.4%
-514.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -1.0% |
| 7D | +0.6% | +7.4% | -6.7% | +0.3% |
| 30D | -2.1% | +5.1% | -7.2% | -2.5% |
| 3M | +2.6% | +11.1% | -8.5% | +1.8% |
| 6M | -6.8% | +30.2% | -37.0% | -8.7% |
| YTD | +6.9% | +46.2% | -39.3% | +3.7% |
| 1Y | +11.6% | +120.0% | -108.5% | +5.5% |
| 3Y | +47.7% | +527.4% | -479.7% | +28.7% |
| 5Y | +46.2% | +400.4% | -354.2% | +26.8% |
| All | +115.6% | +630.4% | -514.8% | +56.0% |
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 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