-80.3%
FIG vs HDB
-40.8%
-39.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.0% | -2.7% | -5.0% |
| 7D | -16.4% | -2.0% | -14.3% | -16.0% |
| 30D | -2.3% | -4.9% | +2.5% | -1.2% |
| 3M | +7.8% | -2.3% | +10.1% | +6.5% |
| 6M | -21.8% | -23.7% | +1.9% | -15.2% |
| YTD | -39.1% | -38.5% | -0.6% | -27.3% |
| 1Y | -56.6% | -36.5% | -20.2% | -51.9% |
| All | -80.3% | -40.8% | -39.5% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling