-83.7%
FIG vs HDB
-33.8%
-49.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.6% |
| 7D | -13.1% | +13.3% | -26.5% | -15.7% |
| 30D | -13.0% | +13.6% | -26.5% | -15.7% |
| 3M | -21.5% | +5.8% | -27.3% | -22.9% |
| 6M | -2.5% | -1.9% | -0.6% | -3.0% |
| YTD | -49.7% | -31.2% | -18.5% | -41.7% |
| 1Y | -59.1% | -29.6% | -29.5% | -54.0% |
| All | -83.7% | -33.8% | -49.9% | -79.2% |
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