-83.6%
FIG vs HBM
+141.6%
-225.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -14.3% | -1.3% | -13.0% | -14.3% |
| 30D | -13.6% | -14.8% | +1.2% | -14.2% |
| 3M | -23.7% | -20.7% | -3.0% | -24.3% |
| 6M | -5.4% | -13.9% | +8.5% | -5.2% |
| YTD | -49.2% | +10.6% | -59.9% | -53.3% |
| 1Y | -57.4% | +32.4% | -89.7% | -63.3% |
| All | -83.6% | +141.6% | -225.1% | -84.8% |
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