-57.7%
FIG vs HWM
-1.2%
-56.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.2% |
| 7D | -13.1% | +3.4% | -16.5% | -12.6% |
| 30D | -13.0% | -7.5% | -5.5% | -13.4% |
| 3M | -21.5% | -28.9% | +7.4% | -25.1% |
| 6M | -2.5% | -19.6% | +17.1% | -4.2% |
| YTD | -49.7% | +0.6% | -50.3% | -49.8% |
| All | -57.7% | -1.2% | -56.4% | -56.2% |
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