-83.2%
FIG vs HWM
+18.0%
-101.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | +3.4% | +7.3% | -3.9% | +3.3% |
| 30D | -9.5% | +1.6% | -11.0% | -9.3% |
| 3M | -26.2% | -21.9% | -4.3% | -26.2% |
| 6M | +2.7% | -19.0% | +21.7% | +3.1% |
| YTD | -48.0% | +7.9% | -55.9% | -52.0% |
| 1Y | -52.0% | +9.9% | -62.0% | -56.2% |
| All | -83.2% | +18.0% | -101.2% | -85.4% |
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 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