-80.3%
FIG vs HWM
+23.6%
-103.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.7% | +5.0% | -5.5% |
| 7D | -16.4% | -9.2% | -7.2% | -16.2% |
| 30D | -2.3% | -17.9% | +15.5% | -2.6% |
| 3M | +7.8% | -6.0% | +13.9% | +8.2% |
| 6M | -21.8% | -7.4% | -14.5% | -22.0% |
| YTD | -39.1% | +13.1% | -52.2% | -44.0% |
| 1Y | -56.6% | +29.3% | -85.9% | -64.3% |
| All | -80.3% | +23.6% | -103.9% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling