+4.8%
FE vs HBM
+31.9%
-27.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.4% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +4.3% | -16.0% | +20.3% | +4.1% |
| 3M | +0.4% | -21.3% | +21.7% | +0.1% |
| 6M | +6.9% | -12.2% | +19.2% | +6.4% |
| YTD | +8.0% | +10.7% | -2.7% | +6.5% |
| 1Y | +4.8% | +30.3% | -25.5% | +2.4% |
| All | +4.8% | +31.9% | -27.0% | +2.4% |
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