-83.2%
FIG vs HDB
-32.0%
-51.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +3.4% | +2.7% | +0.7% | +2.8% |
| 30D | -9.5% | +14.1% | -23.6% | -12.4% |
| 3M | -26.2% | +11.8% | -38.0% | -28.5% |
| 6M | +2.7% | +8.2% | -5.5% | -0.9% |
| YTD | -48.0% | -29.3% | -18.6% | -40.1% |
| 1Y | -52.0% | -28.8% | -23.3% | -45.6% |
| All | -83.2% | -32.0% | -51.1% | -78.7% |
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