-79.1%
FIG vs HBM
+201.9%
-281.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.4% |
| 7D | -16.3% | -6.4% | -10.0% | -16.5% |
| 30D | -14.3% | +5.9% | -20.2% | -14.1% |
| 3M | +7.2% | -8.9% | +16.1% | +8.8% |
| 6M | -18.6% | +10.7% | -29.3% | -17.8% |
| YTD | -35.5% | +38.3% | -73.7% | -40.1% |
| 1Y | -55.8% | +121.3% | -177.1% | -60.9% |
| All | -79.1% | +201.9% | -281.1% | -80.5% |
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 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