-22.6%
FPS vs HBM
-8.9%
-13.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -21.0% | -19.5% |
| 7D | -23.3% | -5.8% | -17.5% | -20.7% |
| 30D | -42.4% | -18.5% | -23.9% | -34.8% |
| 3M | -43.0% | -10.3% | -32.8% | -39.1% |
| 6M | -44.5% | +2.1% | -46.6% | -45.1% |
| All | -22.6% | -8.9% | -13.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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