-57.0%
FIG vs HBM
+31.2%
-88.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +2.6% | +5.1% | -2.5% | +2.9% |
| 30D | -13.1% | -15.8% | +2.8% | -14.5% |
| 3M | -20.3% | -22.4% | +2.1% | -22.0% |
| 6M | -2.1% | -20.2% | +18.1% | -1.7% |
| YTD | -49.4% | +9.0% | -58.4% | -54.4% |
| 1Y | -57.0% | +27.4% | -84.4% | -65.5% |
| All | -57.0% | +31.2% | -88.2% | -65.5% |
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