+102.4%
FE vs HBM
+613.3%
-511.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | +1.9% | -6.4% | +8.3% | +2.3% |
| 30D | -1.2% | +5.9% | -7.1% | -1.6% |
| 3M | +3.5% | -8.9% | +12.4% | +3.7% |
| 6M | -6.1% | +10.7% | -16.7% | -7.5% |
| YTD | +7.6% | +38.3% | -30.7% | +4.1% |
| 1Y | +11.9% | +121.3% | -109.4% | +4.6% |
| 3Y | +48.4% | +450.6% | -402.2% | +27.7% |
| 5Y | +44.8% | +338.0% | -293.2% | +23.9% |
| 10Y | +115.9% | +578.6% | -462.7% | +63.4% |
| All | +102.4% | +613.3% | -511.0% | +32.3% |
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