-58.1%
FIG vs HWM
+5.1%
-63.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.9% |
| 7D | -11.4% | -1.8% | -9.7% | -12.0% |
| 30D | -17.2% | -2.7% | -14.5% | -17.3% |
| 3M | -26.6% | -22.7% | -3.9% | -29.2% |
| 6M | -9.8% | -18.9% | +9.1% | -11.7% |
| YTD | -50.1% | +7.1% | -57.2% | -50.0% |
| 1Y | -58.1% | +4.7% | -62.7% | -56.4% |
| All | -58.1% | +5.1% | -63.2% | -56.4% |
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