-80.9%
FIG vs HDB
-41.9%
-39.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.9% |
| 7D | -14.5% | -4.9% | -9.6% | -13.5% |
| 30D | -13.3% | -5.8% | -7.5% | -12.2% |
| 3M | +7.4% | -5.2% | +12.6% | +7.0% |
| 6M | -27.8% | -25.7% | -2.1% | -21.1% |
| YTD | -41.1% | -39.6% | -1.5% | -29.4% |
| 1Y | -58.7% | -36.9% | -21.8% | -54.9% |
| All | -80.9% | -41.9% | -39.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling