-56.6%
FIG vs HWM
+30.1%
-86.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.7% | +5.0% | -6.0% |
| 7D | -16.4% | -9.2% | -7.2% | -16.5% |
| 30D | -2.3% | -17.9% | +15.5% | -3.5% |
| 3M | +7.8% | -6.0% | +13.9% | +8.3% |
| 6M | -21.8% | -7.4% | -14.5% | -21.8% |
| YTD | -39.1% | +13.1% | -52.2% | -42.5% |
| 1Y | -56.6% | +29.3% | -85.9% | -61.5% |
| All | -56.6% | +30.1% | -86.8% | -61.5% |
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