-55.8%
FIG vs HWM
+48.6%
-104.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | -16.3% | -2.1% | -14.2% | -16.4% |
| 30D | -14.3% | -11.0% | -3.3% | -15.5% |
| 3M | +7.2% | +4.0% | +3.1% | +7.8% |
| 6M | -18.6% | -0.2% | -18.4% | -18.2% |
| YTD | -35.5% | +26.7% | -62.1% | -38.7% |
| 1Y | -55.8% | +44.7% | -100.5% | -60.4% |
| All | -55.8% | +48.6% | -104.4% | -60.4% |
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