-57.0%
FIG vs HWM
+7.2%
-64.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.6% | +11.1% | -8.5% | +3.5% |
| 30D | -13.1% | +3.0% | -16.0% | -12.6% |
| 3M | -20.3% | -20.7% | +0.4% | -23.0% |
| 6M | -2.1% | -17.2% | +15.1% | -4.0% |
| YTD | -49.4% | +9.1% | -58.4% | -49.2% |
| 1Y | -57.0% | +9.0% | -66.0% | -56.1% |
| All | -57.0% | +7.2% | -64.2% | -56.1% |
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