-80.9%
FIG vs HBM
+217.3%
-298.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.3% |
| 7D | -14.5% | +5.5% | -20.0% | -14.3% |
| 30D | -13.3% | +3.3% | -16.6% | -13.1% |
| 3M | +7.4% | +12.7% | -5.2% | +8.7% |
| 6M | -27.8% | +28.2% | -56.0% | -27.7% |
| YTD | -41.1% | +45.3% | -86.4% | -45.2% |
| 1Y | -58.7% | +121.7% | -180.4% | -63.4% |
| All | -80.9% | +217.3% | -298.3% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling