+102.9%
FE vs HBM
+443.9%
-341.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.2% |
| 30D | +5.2% | -19.2% | +24.4% | +6.5% |
| 3M | 0.0% | -20.5% | +20.5% | +1.2% |
| 6M | +5.0% | -12.8% | +17.9% | +5.1% |
| YTD | +7.9% | +5.4% | +2.5% | +6.0% |
| 1Y | +6.3% | +33.0% | -26.6% | +2.7% |
| 3Y | +46.0% | +357.3% | -311.3% | +26.9% |
| 5Y | +45.6% | +210.4% | -164.7% | +27.3% |
| 10Y | +109.3% | +387.1% | -277.8% | +61.8% |
| All | +102.9% | +443.9% | -341.0% | +34.7% |
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 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