-80.3%
FIG vs HBM
+219.3%
-299.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.8% | -11.4% | -5.5% |
| 7D | -16.4% | +7.4% | -23.7% | -16.1% |
| 30D | -2.3% | +5.1% | -7.4% | -2.0% |
| 3M | +7.8% | +11.1% | -3.3% | +9.2% |
| 6M | -21.8% | +30.2% | -52.1% | -21.8% |
| YTD | -39.1% | +46.2% | -85.3% | -43.4% |
| 1Y | -56.6% | +120.0% | -176.7% | -61.5% |
| All | -80.3% | +219.3% | -299.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling