-51.7%
FIG vs HWM
+5.4%
-57.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.3% | +9.5% | +4.5% |
| 7D | -4.7% | +9.4% | -14.1% | -3.2% |
| 30D | +0.5% | -7.0% | +7.5% | +0.2% |
| 3M | -18.4% | -25.9% | +7.5% | -21.7% |
| 6M | +10.9% | -10.8% | +21.7% | +11.4% |
| YTD | -40.8% | +4.3% | -45.1% | -40.4% |
| 1Y | -51.7% | +4.4% | -56.1% | -50.6% |
| All | -51.7% | +5.4% | -57.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling