-55.8%
FIG vs HBM
+123.0%
-178.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.4% |
| 7D | -16.3% | -6.4% | -10.0% | -16.4% |
| 30D | -14.3% | +5.9% | -20.2% | -14.1% |
| 3M | +7.2% | -8.9% | +16.1% | +9.0% |
| 6M | -18.6% | +10.7% | -29.3% | -17.9% |
| YTD | -35.5% | +38.3% | -73.7% | -42.2% |
| 1Y | -55.8% | +121.3% | -177.1% | -61.6% |
| All | -55.8% | +123.0% | -178.7% | -61.6% |
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